Manfred Deistler - Publications#
Book:
With E.J. Hannan: "The Statistical Theory of Linear Systems". Wiley, New York, 1988, Reprint in SIAM Classics in Applied Mathematics, Philadelphia, 2012
Research Papers:
With G. Feichtinger: "The Linear Model Formulation of a Multi-type Branching Process applied to Population Dynamics". JASA (J. of the American Statistical Association) 69, 662-664, 1974
"Z-Transform and Identification of Linear Econometric Models with Autocorrelated Errors". Metrika 22, 13-25, 1975
"The Identifiability of Linear Econometric Models with Autocorrelated Errors". I.E.R. (Internat. Economic Review) 17, 26-46, 1976
With H.G. Seifert: "Identifiability and Consistent Estimability in Econometric Models". Econometrica 46, 969-980, 1978
"The Structural Identifiability of Linear Models with Auto-Correlated Errors in the Case of Cross-Equation Restrictions". Journal of Econometrics 8, 23-31, 1978
With W. Dunsmuir und E.J. Hannan: "Vector Linear Time Series Models: Corrections and Extensions". Adv. in Applied Probability 10, 360-372, 1978
With J. Schrader: "Linear Models with Autocorrelated Errors: Identifiability without Minimality Assumptions". Econometrica 47, 495-504, 1979
With E.J. Hannan and W. Dunsmuir: "Estimation of Vector ARMAX Models". Journal of Multivariate Analysis 10, 275-295, 1980
With E.J. Hannan: "Some Properties of the Parametrization of ARMA Systems with Unknown Order". Journal of Multivariate Analysis 11, 474-484, 1981
"The Properties of the Parametrization of ARMAX Systems and Their Relevance for Structural Estimation and Dynamic Specification". Econometrica 51, 1187-1208, 1983
With B.M. Pötscher and J. Schrader: "The Uniqueness of the Transfer Function of Linear Systems from Input-Output Observations". Metrika 31,157-181, 1984
With B.D.O. Anderson: "Identifiability in Dynamic Errors-in-Variables Models". Journal of Time Series Analysis 5, 1-13, 1984
With B.M. Pötscher: "The Behaviour of the Likelihood Function for ARMA Models". Adv. in Applied Probability 16, 843-865, 1984
"General Structure and Parametrization of ARMA and State Space Systems and its Relation to Statistical Problems". In: E.J. Hannan, P.R. Krishnaiah, M.M. Rao (eds): Handbook of Statistics 5, North Holland, Amsterdam, 257-277, 1985
"Linear Dynamic Errors-in-Variables Models". In: J. Gani and M. Priestley (eds): Essays in Time Series and Allied Processes. Papers in honour of E.J. Hannan. Applied Probability Trust, 23-39, 1986
With B.D.O. Anderson: "Dynamic Errors-in-Variables Systems with Three Variables". Automatica 23, 611-616, 1987
With E. Reschenhofer and R. Vollmer: "Segmentation of the EEG by Minimization of the Total Gain in Information". Neuropsychobiology 18, 155-159, 1987
With W. Fraissler, G. Petritsch and W. Scherrer: "Ein Vergleich von Methoden zur Kurzfristprognose elektrischer Last". Archiv für Elektrotechnik 71, 389-397, 1988
With L. Wang: "The Common Structure of Parametrizations for Linear Systems". Linear Algebra and its Applications 122/123/124, 921-941, 1989
With M. Gevers: "Properties of the Parametrization of Monic ARMA Systems". Automatica 25, 87-95, 1989
With B.D.O. Anderson: "Linear Dynamic Errors-in-Variables Models: Some Structure Theory". Journal of Econometrics 41, 1-25, 1989
With B.D.O. Anderson: "Identification of Dynamic Systems from Noisy Data: The Case m*=1". In: A.C. Antoulas (ed):
Mathematical System Theory (Festschrift in honour of R. E. Kalman on the occasion of his 60th birthday). Springer-Verlag, Berlin, 423-436, 1991
With B.D.O. Anderson: "Identification of Dynamic Systems from Noisy Data: Single Factor Case". Mathematics of Control, Signals, and Systems (MCSS) 6, 10-29, 1993
With K. Peternell and W. Scherrer: "Consistency and Relative Efficiency of Subspace Methods". Automatica 31, 1865-1875, 1995
With K. Peternell and W. Scherrer: "Statistical Analysis of Novel Subspace Identification Methods". Signal Processing 52, 161-177, 1996
With B.D.O. Anderson, L. Farina and L. Benvenuti: "Nonnegative Realization of a Linear System with Nonnegative Impulse Response". IEEE Tr. CAS (Transactions on Circuits and Systems) 43, 1-8, 1996
With B.D.O. Anderson und W. Scherrer: " Solution Set Properties for Static Errors-in-Variables Problems", Automatica 32, 1031-1035, 1996
With G. Bauer, A. Gleiß, E. Glenck and T. Matyus: "Identification of Material Flow Systems". Environmental Science and Pollution Research 4, 105-112, 1997
With W. Scherrer: "A Structure Theory for Linear Dynamic Errors in Variables Models". SIAM Journal on Control and Optimization 36, 2148-2175, 1998
With W. Schachermayer: "The Set of Observationally Equivalent Errors-in-Variables Models". Systems and Control Letters 34, 101-104, 1998
With D. Bauer und W. Scherrer: "Consistency and Asymptotic Normality of some Subspace Algorithms for Systems without Observed inputs". Automatica 35, 1243-1254, 1998
With A. Gleiß, T. Matyus, G. Bauer, E. Glenck and C. Lampert: "Identification of Material Flow Systems-Extensions and Case Study". Environmental Science and Pollution Research 5, 245-258, 1998
With D. Bauer: "Balanced Canonical Forms for System Identification". IEEE Tr. AC (Transactions on Automatic Control) 44, 1118 –1131, 1998
With M. Wagner, E. Altan und H. Yildiz: "Ökonomische und massenflußbasierte Verfahren zur Bewertung ökologischer Probleme". SUSTAIN Eigenverlag, Institut für Verfahrenstechnik, TU. Graz, 1998
"Geschichte und Perspektiven der Ökonometrie". RWI (Rheinisch-Westfälisches Institut für Wirtschaftsforschung) – Mitteilungen, 50, 109-127, 1999
"Ökonometrie". In: K. Acham (ed): Cognitio Humana, Passagenverlag, Wien, 177-203, 2000
"Linear Dynamic Multiinput/Multioutput Systems". In: D. Pena, et.al. (eds): A Course in Time Series Analysis, John Wiley, New York, Chapter 16, 436-456, 2001
"System Identification – General Aspects and Structure". In: G. Goodwin (ed) "System Identification and Adaptive Control" (Festschrift for B.D.O. Anderson), Springer, London, 3 – 26, 2001
With G. Bauer and W. Scherrer: "Time Series Models for Short Term Forecasting of Ozone in the Eastern Part of Austria". Environmetrics 12, 117 – 130, 2001
"Wold Decomposition" In: M. Hazewinkel (ed): Encyclopeadia of Mathematics, in supplement III, 446 – 447, 2001
With S. Weiland and W. Scherrer: "On Continuity and Consistency of l-infinity-optimal Models". Systems and Control Letters 44, 167 – 176, 2001
With M. Überwimmer: "Modelling Effects of Advertising for Non-Durable Goods" In: P. Neijens, C. Hess, B. van den Putte and E. Smit (eds): "Content and Media Factors in Advertising", Spinhuis Publishers, Amsterdam, 189-194, 2004
With T. Ribarits and T. McKelvey: "An Analysis of the Parametrization by Data Driven Local Coordinates for Multivariable Linear Systems". Automatica 40, 789 – 803, 2004
With T. Ribarits and B.Hanzon: "On New Parametrization Methods for the Estimation of State-Space Models". International Journal of Adaptive Control and Signal Processing, Special Issue on Subspace-based Identification, 18, 717-743, 2004
With T. Ribarits and B. Hanzon: "An Analysis of Separable Least Squares Data Driven Local Coordinates for Maximum Likelihood Estimation of Linear Systems". Automatica, Special Issue on Data-Based Modelling and System Identification, 41, 531-544, 2005
With E. Hamann: "Identification of Factor Models for Forecasting Returns". Journal of Financial Econometrics 3, 256-281, 2005
"Linear Models for Multivariate Time Serie". In: M. Winterhalder, B.Schelter and J. Timmer (eds): "Handbook of Time Series Analysis", Wiley VCH, Berlin, 283-308, 2006
With Ch. Zinner: "Modelling High Dimensional Time Series by Generalized Linear Factor Models: An Introductory Survey". (Festschrift for Tyrone Duncan), Communications in Information and Systems 7, 153-166, 2007
"A Birds Eye View on System Identification". In: A. Chiuso, A. Ferrante and S. Pinzoni (eds): Festschrift for G. Picci, Lecture Notes in Information and Control Sciences, Vol 364, Springer, 59-71, 2007
With BDO Anderson: "Generalized Linear Dynamic Factor Models – A Structure Theory". Proceedings of IEEE CDC 2008, Cancun, 1980-1985, 2008
With BDO Anderson: "Properties of Zero-free Transfer Function Matrices". SICE Journal of Control, Measurement, and System Integration (Invited Paper) 1, 284-292, 2008
With BDO Anderson: "Properties of Zero-free Spectral Matrices". IEEE Tr. AC (Transactions on Automatic Control) 54, 2365-2375, 2009
With A. Filler, BDO Anderson, W. Chen and Ch. Zinner: "Generalized Linear Dynamic Factor Models - An Approach via Singular Autoregressions". Proceedings of ECC Budapest, 1203-1208, 2009
With A.Graef, M. Hartmann and T. Kluge: "Regression-based Analysis of Synchronization in Multichannel EEG in Epilepsy". Proceedings of IEEE EMBC (Engineering in Medicine and Biology), Minneapolis, 4743 – 4746, 2009
With BDO Anderson, W. Chen und A. Filler: "Modelling High Dimensional Time Series by Generalized Factor Models". Semi Plenary Lecture at the MTNS (Mathematical Theory of Networks and Systems) Symposium 2010, Proceedings of MTNS 2010, Budapest, 323-329, 2010
With BDO Anderson, W. Chen, A. Filler and Ch. Zinner: "Generalized Linear Dynamic Factor Models - An Approach via Singular Autoregressions". European Journal of Control 16, 211-224, 2010 (invited paper, with discussions)
With E.W. Bai: "An Interactive Term Representation and Estimation Approach to Non-parametric FIR Nonlinear System Identification". IEEE Tr. AC (Transactions on Automatic Control) 55, 1952-1957, 2010
With A. Filler and B. Funovits: "AR Systems and AR Processes, the Singular Case". (Festschrift for B.D.O. Anderson), Communications in Information and Systems 11, 225-236, 2011
With D. Rosadi: "Estimating the Codifference Function of Linear Time Series Models with Infinite Variance". Metrika 73, 395-429, 2011
With W. Chen, B.D.O. Anderson and A. Filler: "Solutions of Yule-Walker Equations for Singular AR Processes". Journal of Time Series Analysis 32, 531-538, 2011
With W. Chen, B.D.O. Anderson and A. Filler: "Properties of Blocked Linear Systems". Automatica 48, 2520-2525, 2012
With B.D.O. Anderson, W. Chen and A. Filler: "Autoregressive Models of Singular Spectral Matrices".Automatica 48, 2843–2849, 2012
With K. Neusser: "Prognose uni- und multivariater Zeitreihen". In Mertens P. und Rässler S.(eds) "Prognoserechnung", 7. Auflage, Springer-Verlag, Berlin Heidelberg, 225-256, 2012
With C. Flamm, U. Kalliauer, M. Waser, and A. Graef: „Graphs for Dependence and Causality in Multivariate Time Series". (Festschrift for P. Young) In L. Wang und H. Garnier (eds):"System Identification, Environmental Modelling, and Control System Design", Springer, 133-157, 2012
With A. Graef, C. Flamm, S. Pirker, and C. Baumgartner: "A Physiologically Motivated ECoG Segmentation Method for Epileptic Seizure Onset Zone Detection". Proceedings of the IEEE EMBC (Engineering in Medicine and Biology), San Diego, 3500-3503, 2012
With B.D.O. Anderson, W. Chen, P. Zadrozny, M. Eichler, E. Felsenstein, B. Funovits and M.Zamani: "Identifiability of Regular and Singular Multivariate Autoregressive Models from Mixed Frequency Data". Proceedings of the IEEE CDC, Maui, 4312-4317, 2012
With A. Graef, M. Hartmann, C. Flamm, C. Baumgartner and T. Kluge: "A Novel Method for the Identification of Synchronization Effects in Multichannel ECoG with an Application to Epilepsy". Biological Cybernetics 107, 321-335, 2013
With C. Flamm, A. Graef, S. Pirker and C. Baumgartner: "Influence Analysis for High-Dimensional Time Series with an Application to Epileptic Seizure Onset Zone Detection". Journal of Neuroscience Methods 214, 80-90, 2013
With A. Graef, C. Flamm, S. Pirker, C. Baumgartner, and G. Matz: "Automatic Ictal HFO Detection for Determination of Initial Seizure Spread". Proceedings of the IEEE EMBC (Engineering in Medicine and Biology), Osaka, 2096-2099, 2013
With M. Waser, H. Garn, T. Benke, P. Dal-Bianco, G. Ransmayr, D. Grossegger, and R. Schmidt: "EEG in the Diagnostcs of Alzheimer’s Disease". Statistical Papers 54, 1095-1107, 2013
With H. Garn, M. Waser, R. Schmidt, P. Dal-Bianco, G. Ransmayr, J. Zeitlhofer, H. Schmidt, S. Seiler, G. Sanin, G. Caravias, P. Santer, D. Grossegger, W. Fruehwirt, and T. Benke, "Quantitative EEG in Alzheimer ́s Disease: Cognitive State, Resting State and Association with Disease Severity". Int ́l Journal of Psychophysiology, 390-397, 2014
With M. Waser, H. Garn, T. Benke, P. Dal-Bianco, G. Ransmayr, H. Schmidt, G. Sanin, P. Santer, G. Caravias, S. Seiler, D. Grossegger, W. Fruehwirt, and R. Schmidt, "Using Static and Dynamic Canonical Correlation Coefficients as Quantitative EEG Markers for Alzheimer’s Disease Severity", Proc. IEEE Int ́l Conf. EMB, 2801-2804, 2014
With W. Scherrer and B.D.O. Anderson: “The Structure of Generalized Linear Dynamic Factor Models” (Festschrift for S Heiler) In J. Beran, Y Feng und H. Hebbel (eds) “Empirical Economic and Financial Research - Theory, Methods and Practice”, Springer, 379-400, 2015
With M. Waser, H. Garn, R. Schmidt, T. Benke, P. Dal-Bianco, G. Ransmayr, H. Schmidt, S. Seiler, G. Sanin, F. Mayer, G. Caravias, D. Grossegger and W Fruehwirt: "Quantifying synchrony patterns in the EEG of Alzheimer’s patients with linear and non-linear connectivity markers". J Neural Transmission 123, 297-316, 2016, available online
With L. Koelbl, A. Braumann and E. Felsenstein: "Estimation of VAR Systems from Mixed Frequency Data: The Stock and the Flow Case”, Advances in Econometrics, Vol 35, 43-73, 2016
With A. Graef: "Fokus-Erkennung bei Epilepsiepatienten mithilfe moderner Verfahren der Zeitreihenanalyse". Schnappschüsse moderner Mathematik aus Oberwolfach 8, 1-11, 2016
With B.D.O. Anderson, E. Felsenstein, B. Funovits, M. Zamani: "Multivariate AR Systems and Mixed Frequency Data: G-Identifiability and Estimation”, Econometric Theory 32, 793-826, 2016, available online
With B.D.O. Anderson, E. Felsenstein and L. Koelbl: " The Structure of Multivariate AR and ARMA Systems: Regular and Singular Systems; the Single and the Mixed Frequency Case”, Journal of Econometrics 192, 366-373, 2016, available online
With L. Koelbl and B.D.O. Anderson: "Non-Identifability of VMA and VARMA Systems in the Mixed Frequency Case", to appear in Econometrics and Statistics, 2017, available online
