Convergence analysis of parametric identification methods

A new look at the statistical model identification

1974 • 46,507 citations

Information Theory and an Extension of the Maximum Likelihood Principle

1998 • 16,234 citations

Stochastic Processes and Filtering Theory

1970 • 7,520 citations

Information Theory and an Extension of the Maximum Likelihood Principle

1992 • 3,091 citations

Time Series Analysis, Forecasting and Control.

1971 • 2,995 citations

Robust Regression: Asymptotics, Conjectures and Monte Carlo

1973 • 2,229 citations

System identification—A survey

1971 • 1,480 citations

Maximum likelihood identification of Gaussian autoregressive moving average models

1973 • 1,183 citations

Note on the Consistency of the Maximum Likelihood Estimate

1949 • 1,114 citations

The asymptotic theory of linear time-series models

1973 • 414 citations

Identification of processes in closed loop—identifiability and accuracy aspects

1977 • 412 citations

Numerical Identification of Linear Dynamic Systems from Normal Operating Records

1966 • 394 citations

A survey of model reference adaptive techniques—Theory and applications

1974 • 348 citations

Vector linear time series models

1976 • 276 citations

Stationary and related stochastic processes

1968 • 243 citations

Numerical Identification of Linear Dynamic Systems from Normal Operating Records

1965 • 208 citations

Identification of ship steering dynamics

1976 • 195 citations

Asymptotic properties of least-squares estimates of parameters of the spectrum of a stationary non-deterministic time-series

1964 • 190 citations

On the use of a linear model for the identification of feedback systems

1968 • 154 citations

Identification of linear, multivariable systems operating under linear feedback control

1974 • 146 citations

On the Use of a Linear Model for the Identification of Feedback Systems

1998 • 137 citations

Consistency of the least-squares identification method

1976 • 131 citations

On The Consistency of Prediction Error Identification Methods

1976 • 124 citations

Prediction error identification methods for stationary stochastic processes

1976 • 84 citations

Discrete Techniques of Parameter Estimation—The Equation Error Formulation

1974 • 82 citations

Asymptotic normality of prediction error estimators for approximate system models

1978 • 78 citations

Model approximations via prediction error identification

1978 • 68 citations

On consistency and identifiability

1976 • 66 citations

Maximum Likelihood Estimation of Parameters of Autoregressive Processes with Moving Average Residuals and Other Covariance Matrices with Linear Structure

1975 • 45 citations

Prediction error estimators: Asymptotic normality and accuracy

1976 • 24 citations

Validation of Approximate Models Obtained from Prediction Error Identification

1978 • 14 citations

Consistency of Least-Squares Estimates Used in Linear Systems Identification

1975 • 6 citations