Pincus, Steve; Kalman, Rudolf E. Irregularity, volatility, risk, and financial market time series. (English) Zbl 1064.91061 Proc. Natl. Acad. Sci. USA 101, No. 38, 13709-13714 (2004). MSC: 91B84 62M10 91B28 PDFBibTeX XMLCite \textit{S. Pincus} and \textit{R. E. Kalman}, Proc. Natl. Acad. Sci. USA 101, No. 38, 13709--13714 (2004; Zbl 1064.91061) Full Text: DOI
McCullagh, Peter [Besag, Julian; Bickel, Peter J.; Reid, N.; Helland, Inge S.; Huber, Peter J.; Kalman, Rudolf; Pincus, Steve; Tjur, Tue; Fraser, D. A. S.; Brøns, Hans] What is a statistical model? (With comments and rejoinder). (English) Zbl 1039.62003 Ann. Stat. 30, No. 5, 1225-1310 (2002). MSC: 62A01 62F99 PDFBibTeX XMLCite \textit{P. McCullagh}, Ann. Stat. 30, No. 5, 1225--1310 (2002; Zbl 1039.62003) Full Text: DOI
Kalman, R. E. Randomness reexamined. (English) Zbl 0865.60003 Model. Identif. Control 15, No. 3, 141-151 (1994). Reviewer: W.Schlee (München) MSC: 60A99 62A01 PDFBibTeX XMLCite \textit{R. E. Kalman}, Model. Identif. Control 15, No. 3, 141--151 (1994; Zbl 0865.60003) Full Text: DOI
Kalman, R. E. A theory for the identification of linear relations. (English) Zbl 0746.62067 Frontiers in pure and applied mathematics, Coll. Pap. Ded. J.-L. Lions Occas. 60th Birthday, 117-132 (1991). Reviewer: J.Panaretos (Patras) MSC: 62J99 62P99 93E12 PDFBibTeX XMLCite \textit{R. E. Kalman}, in: Uniform finite-parameter asymptotics of solutions of nonlinear evolution equations. . 117--132 (1991; Zbl 0746.62067)
Kalman, R. E. Identification of noisy systems. (English. Russian original) Zbl 0608.93068 Russ. Math. Surv. 40, No. 4, 25-42 (1985); translation from Usp. Mat. Nauk 40, No. 4(244), 27-41 (1985). Reviewer: J.Rissanen MSC: 93E12 62A01 62J02 PDFBibTeX XMLCite \textit{R. E. Kalman}, Russ. Math. Surv. 40, No. 4, 25--42 (1985; Zbl 0608.93068); translation from Usp. Mat. Nauk 40, No. 4(244), 27--41 (1985) Full Text: DOI
Kalman, R. E. We can do something about multicollinearity! (English) Zbl 0569.62100 Commun. Stat., Theory Methods 13, 115-125 (1984). Reviewer: L.-F.Lee MSC: 62P20 62-07 62J05 62H99 PDFBibTeX XMLCite \textit{R. E. Kalman}, Commun. Stat., Theory Methods 13, 115--125 (1984; Zbl 0569.62100) Full Text: DOI
Kalman, R. E. Identifiability and modeling in econometrics. (English) Zbl 0556.62088 Dev. Stat. 4, 97-136 (1983). Reviewer: J.Lillestøl MSC: 62P20 93E12 93B30 93A15 PDFBibTeX XML
Kalman, R. E. Identifiability and problems of model selection in econometrics. (English) Zbl 0538.62095 Advances in econometrics, Pap. 4th World Congr. Econ. Soc., Aix-en- Provence 1980, Econ. Soc. Monogr. Quant. Econ. 2, 169-207 (1982). Reviewer: D.Tsagana MSC: 62P20 93B30 91B99 93A15 91B62 PDFBibTeX XML
Hazewinkel, M. (ed.); Rinnooy Kan, A. H. G. (ed.) [Theil, H.; Dreze, J. H.; Durbin, J.; Gale, D.; Johansen, L.; Jorgenson, Dale W.; Kalman, R. E.; Kantorovich, L.; Kendrick, D.; Malinvaud, E.; Mehra, R.; Powell, M. J. D.; Sims, C. A.] Current developments in the interface: economics, econometrics, mathematics. State of the art surveys presented on the occasion of the 25th Anniversary of the Econometric Institute (Netherlands School of Economics), Erasmus University, Rotterdam, January 1982. (English) Zbl 0498.90001 Dordrecht-Boston-London: D. Reidel Publishing Company. X, 355 p. Dfl. 100.00; $ 44.00 (1982). MSC: 91Bxx 91-06 90C90 62P20 90C30 PDFBibTeX XML
Kalman, R. E. Identifiability and problems of model selection in econometrics. (Hungarian) Zbl 0496.62094 Szigma 15, 87-119 (1982). MSC: 62P20 93B30 93E12 93A15 PDFBibTeX XMLCite \textit{R. E. Kalman}, Szigma 15, 87--119 (1982; Zbl 0496.62094)
Kalman, R. E. Realization of covariance sequences. (English) Zbl 0484.93031 Toeplitz centennial, Toeplitz Mem. Conf., Tel Aviv 1981, Operator Theory, Adv. Appl. 4, 331-342 (1982). MSC: 93B99 62B10 94A17 42C05 93B20 PDFBibTeX XML
Ephremides, Anthony (ed.); Thomas, John B. (ed.) [Bode, H. W.; Shannon, G. E.; Hanner, O.; Levy, P.; Beljaev, Ju. K.; Kalman, R. E.; Bucy, R. S.; Kallianpur, Gopinath; Mandrekar, V.; Kailath, T.; Kadota, T. T.; Shepp, L. A.; Ivkovic, Z.; Rozdnov, Ju. A.] Random processes. Multiplicity theory and canonical decompositions. (English) Zbl 0364.60005 Benchmark Papers in Electrical Engineering and Computer Science. Stroudsburg: Dowden, Hutchinson & Ross, Inc. Xi, 393 p. £17.55; $ 29.80 (1973). MSC: 60-02 60Gxx 62M10 62M20 94A05 PDFBibTeX XML