TY  - JOUR
AU  - García Hiernaux, Alfredo Alejandro
AU  - Casals, José
AU  - Jerez Méndez, Miguel
PY  - 2023
SN  - 0932-5026
UR  - https://hdl.handle.net/20.500.14352/72171
T2  - Statistical Papers
AB  - We propose a new method to specify linear models for vectors of time series with some convenient properties. First, it provides a unified modeling approach for single and multiple time series, as the same decisions are required in both cases. Second,...
LA  - eng
PB  - Springer Verlag
KW  - System identification
KW  - Canonical models
KW  - Kronecker indices
KW  - Subspace methods
KW  - State-space models
TI  - Identification of Canonical Models for Vectors of Time Series: A Subspace Approach
TY  - journal article
ER  -