Estimation of impulse response functions in two-output systems-Reference-Cited by-同舟云学术

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Estimation of impulse response functions in two-output systems

Published:2018-11-16 Issue:2 Volume:49 Page:257-280
ISSN:0361-0926
Container-title:Communications in Statistics - Theory and Methods
language:en
Short-container-title:Communications in Statistics - Theory and Methods

Author:

Blazhievska Irina¹^ORCID,Zaiats Vladimir²^ORCID

Affiliation:

1. Department of Mathematical Analysis and Probability Theory, “I.Sikorsky Kyiv Polytechnic Institute,” Peremogy Ave., 37, Kyiv, Ukraine;

2. Departament d’Economia i d’Història Econòmica, Universitat Autònoma de Barcelona, Edifici B, Bellaterra (Barcelona), Spain

Funder

Secretaría de Estado de Investigación, Desarrollo e Innovación

MINECO/FEDER

Publisher

Informa UK Limited

Subject

Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610926.2018.1536210

Reference40 articles.

1. Statistical inference using higher-order information

2. On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields

3. Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. APPLICATION OF SPLINE FUNCTIONS AND WALSH FUNCTIONS IN PROBLEMS OF PARAMETRIC IDENTIFICATION OF LINEAR NONSTATIONARY SYSTEMS;Radio Electronics, Computer Science, Control;2023-07-02

2. On cross-correlogram IRF’s estimators of two-output systems in spaces of continuous functions;Communications in Statistics - Theory and Methods;2020-03-18

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