TY  - JOUR
AU  - González-Concepción, Concepción 
AU  - Gil-Fariña, María Candelaria 
AU  - Pestano-Gabino, Celina 
PY  - 2007
TI  - Some Algorithms to Identify Rational Structures in Stochastic Processes with Expectations
JF  - Journal of Mathematics and Statistics
VL  - 3
IS  - 4
DO  - 10.3844/jmssp.2007.268.276
UR  - https://thescipub.com/abstract/jmssp.2007.268.276
AB  - 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.