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Balanced Parametrizations: A Structure Theory for Identification

  • Conference paper
Athens Conference on Applied Probability and Time Series Analysis

Part of the book series: Lecture Notes in Statistics ((LNS,volume 115))

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Abstract

The paper deals with balanced state space realizations and balanced forms. A structure theory treating the topological properties of the parametrization and the parameter space is developed. These results are important for identification. Finally balanced parametrizations are compared with parametrizations corresponding to Echelon forms.

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Author information

Authors and Affiliations

  1. Institut für Ökonometrie, Operations Research und Systemtheorie, TU Wien, Argentiniertstr.8, A- 1040, Vienna, Austria

    D. Bauer & M. Deistler

Authors
  1. D. Bauer
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  2. M. Deistler
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Editor information

Editors and Affiliations

  1. Department of Economics, London School of Economics, Houghton Street, London, WC2A 2AE, Great Britain

    P. M. Robinson

  2. Department of Mathematics, University of California, San Diego, La Jolla, CA, 92093, USA

    Murray Rosenblatt

  3. Department of Statistics, Colorado State University, Ft. Collins, CO, 80523, USA

    Murray Rosenblatt

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© 1996 Springer-Verlag New York, Inc.

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Bauer, D., Deistler, M. (1996). Balanced Parametrizations: A Structure Theory for Identification. In: Robinson, P.M., Rosenblatt, M. (eds) Athens Conference on Applied Probability and Time Series Analysis. Lecture Notes in Statistics, vol 115. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-2412-9_3

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  • DOI: https://doi.org/10.1007/978-1-4612-2412-9_3

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-0-387-94787-7

  • Online ISBN: 978-1-4612-2412-9

  • eBook Packages: Springer Book Archive

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