Anderson, Brian D.O.

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Number of items: 9.

2019

Anderson, Brian D.O.; Deistler, Manfred and Dufour, Jean-Marie (2019) On the Sensitivity of Granger Causality to Errors‐In‐Variables, Linear Transformations and Subsampling. Journal of Time Series Analysis, 40 (1), pp. 102-123.

2017

Deistler, Manfred; Koelbl, Lukas and Anderson, Brian D.O. (2017) Non-identifiability of VMA and VARMA systems in the mixed frequency case. Econometrics and Statistics, 4, pp. 31-38.

2016

Anderson, Brian D.O.; Deistler, Manfred; Felsenstein, Elisabeth; Funovits, Bernd; Koelbl, Lukas and Zamani, Mohsen (2016) Multivariate AR Systems and mixed Frequency Data: G-Identifiability and Estimation. Econometric Theory, 32 (4), pp. 793-826.

Anderson, Brian D.O.; Deistler, Manfred; Felsenstein, Elisabeth and Koelbl, Lukas (2016) The structure of multivariate AR and ARMA systems: Regular and singular systems; the single and the mixed frequency case. Journal of Econometrics, 192 (2), pp. 366-373.

2012

Anderson, Brian D.O.; Deistler, Manfred; Chen, Weitian and Filler, Alexander (2012) Autoregressive models of singular spectral matrices. Automatica, 48 (11), pp. 2843-2849.

2011

Chen, Weitian; Anderson, Brian D.O.; Deistler, Manfred and Filler, Alexander (2011) Solutions of Yule‐Walker equations for singular AR processes. Journal of Time Series Analysis, 32 (5), pp. 531-538.

2010

Deistler, Manfred; Anderson, Brian D.O.; Filler, Alexander; Zinner, Ch. and Chen, Weitan (2010) Generalized Linear Dynamic Factor Models: An Approach via Singular Autoregressions. European Journal of Control, 16 (3), pp. 211-224.

1996

Anderson, Brian D.O.; Deistler, Manfred; Farina, L. and Benvenuti, L. (1996) Nonnegative realization of a linear system with nonnegative impulse response. IEEE Transactions on Circuits and Systems I: Fundamental Theory and Applications, 43 (2), pp. 134-142.

1984

Anderson, Brian D.O. and Deistler, Manfred (1984) Identifiability in Dynamic Errors-in-Variables Models. Journal of Time Series Analysis, 5 (1), pp. 1-13.

This list was generated on Fri Jul 3 15:24:42 2020 CEST.