Model specification tests for balanced representation state space models

DOI10.1080/03610929508831477zbMath0825.62264OpenAlexW1963511766MaRDI QIDQ4843922

Arthur Havenner, Jeffrey H. Dorfman

Publication date: 17 August 1995

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929508831477

zbMATH Keywords

Monte Carlo methodsstate space modelsmodel specification

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Model Order Estimation of a Multivariable Stochastic Process

Cites Work

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