Scherrer, Wolfgang

Scherrer, Wolfgang and Deistler, Manfred (2019) Vector autoregressive moving average models. In: Rao, C.R., (ed.) Handbook of Statistics: Conceptual Econometrics Using R. Handbook of Statistics, 41. Oxford: North Holland/Elsevier, pp. 145-191. https://doi.org/10.1016/bs.host.2019.01.004

Deistler, Manfred and Scherrer, Wolfgang (2018) Modelle der Zeitreihenanalyse. Mathematik Kompakt. Basel: Birkhäuser (Springer). 159 p. https://doi.org/10.1007/978-3-319-68664-6

Scherrer, Wolfgang and Deistler, Manfred (1998) A Structure Theory for Linear Dynamic Errors-in-Variables Models. SIAM Journal on Control and Optimization, 36 (6), pp. 2148-2175. https://doi.org/10.1137/S0363012994262464

Deistler, Manfred; Peternell, K. and Scherrer, Wolfgang (1995) Consistency and relative efficiency of subspace methods. Automatica, 31 (12), pp. 1865-1875. https://doi.org/10.1016/0005-1098%2895%2900089-6