Rational transfer function approximation. With comments and a reply by the author

DOI10.1214/SS/1177013343zbMath0955.93518OpenAlexW1966822490MaRDI QIDQ1595957

E. J. Hannan

Publication date: 7 February 2001

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/ss/1177013343

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Operator-theoretic methods (93B28) Approximation by rational functions (41A20)

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