@article {10.3844/jmssp.2007.268.276,
article_type = {journal},
title = {Some Algorithms to Identify Rational Structures in Stochastic Processes with Expectations},
author = {González-Concepción, Concepción and Gil-Fariña, María Candelaria and Pestano-Gabino, Celina},
volume = {3},
year = {2007},
month = {Dec},
pages = {268-276},
doi = {10.3844/jmssp.2007.268.276},
url = {https://thescipub.com/abstract/jmssp.2007.268.276},
abstract = {This research was concerned with the identification of rational models in stochastic processes and we use the Padé-Laurent Approximation to identify a Transfer-Function Model with Expectations. We mention the T-table method and focus in studying the generalised epsilon-algorithm, emphasizing the main role of the statistical significance of their numerical entries. Empirical work is made for non-causal TF models using both simulated and economic real data.},
journal = {Journal of Mathematics and Statistics},
publisher = {Science Publications}
}