Distributed Lag Approximation to Linear Time-Invariant Systems
Work
Year: 1979
Type: article
Abstract: An infinite distributed lag system is approximated by a truncated one, which can be consistently estimated. We investigate the rate at which the parameter space in the approximate model can be increas... more
Source: The Annals of Statistics
Author Peter M. Robinson
Cites: 9
Cited by: 21
Related to: 10
FWCI: 0.446
Citation percentile (by year/subfield): 79.54
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: bronze