An instrumental variable estimator with lagged output as instrument

[1]  Karl Johan Åström,et al.  BOOK REVIEW SYSTEM IDENTIFICATION , 1994, Econometric Theory.

[2]  R. E. Kalman,et al.  On the Hermite-Fujiwara theorem in stability theory , 1965 .

[3]  S. Barnett,et al.  Number of zeros of a complex polynomial inside the unit circle , 1970 .

[4]  J. Sargan THE ESTIMATION OF ECONOMIC RELATIONSHIPS USING INSTRUMENTAL VARIABLES , 1958 .

[5]  Will Gersch,et al.  Estimation of the autoregressive parameters of a mixed autoregressive moving-average time series , 1970 .

[6]  Gwilym M. Jenkins,et al.  Time series analysis, forecasting and control , 1972 .

[7]  Olav Reiersol,et al.  Confluence Analysis by Means of Lag Moments and Other Methods of Confluence Analysis , 1941 .

[8]  Kwan Wong,et al.  Identification of linear discrete time systems using the instrumental variable method , 1967, IEEE Transactions on Automatic Control.

[9]  R. Mehra Approaches to adaptive filtering , 1972 .

[10]  Gregory C. Chow A Theorem on Least Squares and Vector Correlation in Multivariate Linear Regression , 1966 .

[11]  R. Mehra On-line identification of linear dynamic systems with applications to Kalman filtering , 1971 .

[12]  Václav Peterka,et al.  Identification in automatic control systems , 1969, Autom..

[13]  Peter C. Young,et al.  Comments on "On-line identification of linear dynamic systems with applications to Kalman filtering" , 1972 .

[14]  V. BalakrishnanA.,et al.  IFAC congress survey paper , 1969 .

[15]  R. N. Pandya,et al.  A class of bootstrap estimators for linear system identification , 1972 .

[16]  Rowe,et al.  A bootstrap method for the statistical estimation of model parameters , 1970 .