State realization with exogenous variables -- a test on blast furnace data

DOI10.1016/S0377-2217(96)90050-8zbMath0913.90208MaRDI QIDQ1266646

Henrik Saxén, Ralf Oestermark

Publication date: 7 October 1998

Published in: European Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

causalityspectral analysistime series modelingstate space modellingblast furnace process

Mathematics Subject Classification ID

Case-oriented studies in operations research (90B90)

Cites Work

• VARMAX-modelling of blast furnace process variables
• State space modeling of multiple time series
• TESTS FOR COMPARING TWO ESTIMATED SPECTRAL DENSITIES
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
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