Deistler, M. (2019). Singular ARMA systems: A structure theory. Numerical Algebra, Control and Optimization, 9(3), 383–391. https://doi.org/10.3934/naco.2019025 ( reposiTUm)

Anderson, B. D. O., Deistler, M., & Dufour, J.-M. (2019). On the Sensitivity of Granger Causality to Errors-In-Variables, Linear Transformations and Subsampling. Journal of Time Series Analysis, 40(1), 102–123. https://doi.org/10.1111/jtsa.12430 ( reposiTUm)

Deistler, M., Koelbl, L., & Anderson, B. D. O. (2017). Non-Identifability of VMA and VARMA Systems in the Mixed Frequency Case. Econometrics and Statistics, 4, 31–38. https://doi.org/10.1016/j.ecosta.2016.11.006 ( reposiTUm)

Deistler, M., & Wagner, M. (2017). Cointegration in Singular ARMA Models. Economics Letters, 155, 39–42. https://doi.org/10.1016/j.econlet.2017.03.001 ( reposiTUm)

Coronel, C., Garn, H., Waser, M., Deistler, M., Benke, T., Dal-Bianco, P., Ransmayr, G., Seiler, S., Grossegger, D., & Schmidt, R. (2017). Quantitative EEG Markers of Entropy and Auto Mutual Information in Relation to MMSE Scores of Probable Alzheimer’s Disease Patients. Entropy, 19(3), 1–14. https://doi.org/10.3390/e19030130 ( reposiTUm)

Anderson, B. D. O., Deistler, M., Felsenstein, E., & Kölbl, L. (2016). The structure of multivariate AR and ARMA systems: Regular and singular systems; the single and the mixed frequency case. Journal of Econometrics, 192(2), 366–373. https://doi.org/10.1016/j.jeconom.2016.02.004 ( reposiTUm)

Deistler, M., & Graef, A. (2016). Fokus-Erkennung bei Epilepsiepatienten mithilfe moderner Verfahren der Zeitreihenanalyse. Schnappschüsse Moderner Mathematik Aus Oberwolfach, 8, 30. https://doi.org/10.14760/SNAP-2016-008-DE ( reposiTUm)

Koelbl, L., Braumann, A., Felsenstein, E., & Deistler, M. (2016). Estimation of VAR Systems from Mixed Frequency Data: The Stock and the Flow Case. Dynamic Factor Models, 43–73. https://doi.org/10.1108/s0731-905320150000035002 ( reposiTUm)

Waser, M., Garn, H., Schmidt, R., Benke, T., Dal-Bianco, P., Ransmayr, G., Schmidt, H., Seiler, S., Sanin, G., Mayer, F., Caravias, G., Grossegger, D., Frühwirth, W., & Deistler, M. (2016). Quantifying synchrony patterns in the EEG of Alzheimer’s patients with linear and non-linear connectivity markers. Journal of Neural Transmission, 123(3), 297–316. https://doi.org/10.1007/s00702-015-1461-x ( reposiTUm)

Anderson, B., Deistler, M., Felsenstein, E., Funovits, B., Kölbl, L., & Zamani, M. (2015). Multivariate AR systems and mixed frequency data: G-identifiability and estimation. Econometric Theory, 32(4), 793–826. https://doi.org/10.1017/s0266466615000043 ( reposiTUm)

Garn, H., Waser, M., Deistler, M., Benke, T., Dal-Bianco, P., Ransmayr, G., Schmidt, H., Sanin, G., Santer, P., Caravias, G., Seiler, S., Grossegger, D., Fruehwirt, W., & Schmidt, R. (2015). Quantitative EEG markers relate to Alzheimer’s disease severity in the Prospective Dementia Registry Austria (PRODEM). Clinical Neurophysiology, 126(3), 505–513. https://doi.org/10.1016/j.clinph.2014.07.005 ( reposiTUm)

Garn, H., Waser, M., Deistler, M., Schmidt, R., Dal-Bianco, P., Ransmayr, G., Zeitlhofer, J., Schmidt, H., Seiler, S., Sanin, G., Caravias, G., Santer, P., Grossegger, D., Fruehwirt, W., & Benke, T. (2014). Quantitative EEG in Alzheimer’s disease: Cognitive state, resting state and association with disease severity. International Journal of Psychophysiology, 93(3), 390–397. https://doi.org/10.1016/j.ijpsycho.2014.06.003 ( reposiTUm)

Flamm, C., Graef, A., Pirker, S., Baumgartner, C., & Deistler, M. (2013). Influence analysis for high-dimensional time series with an application to epileptic seizure onset zone detection. Journal of Neuroscience Methods, 214(1), 80–90. https://doi.org/10.1016/j.jneumeth.2012.12.025 ( reposiTUm)

Graef, A., Hartmann, M., Flamm, C., Baumgartner, C., Deistler, M., & Kluge, T. (2013). A novel method for the identification of synchronization effects in multichannel ECoG with an application to epilepsy. Biological Cybernetics, 107(3), 321–335. https://doi.org/10.1007/s00422-013-0552-8 ( reposiTUm)

Waser, M., Deistler, M., Garn, H., Benke, T., Dal-Bianco, P., Ransmayr, G., Grossegger, D., & Schmidt, R. (2013). EEG in the diagnostics of Alzheimer’s disease. Statistical Papers, 54(4), 1095–1107. https://doi.org/10.1007/s00362-013-0538-6 ( reposiTUm)

Deistler, M., Anderson, B. D. O., Chen, W., & Filler, A. (2012). Autoregressive Models of Singular Spectral Matrices. Automatica, 48(11), 7. http://hdl.handle.net/20.500.12708/162903 ( reposiTUm)

Chen, W., Anderson, B. D. O., Deistler, M., & Filler, A. (2012). Properties of Blocked Linear Systems. Automatica, 48(10), 2520–2525. https://doi.org/10.1016/j.automatica.2012.06.020 ( reposiTUm)

Rosadi, D., & Deistler, M. (2011). Estimating the Codifference function of Linear Time Series Models with Infinite Variance. Metrika, 73(3), 395–429. https://doi.org/10.1007/s00184-009-0285-9 ( reposiTUm)

Deistler, M., Chen, W., Anderson, B. D. O., & Filler, A. (2011). Solutions of Yule-Walker Equations for Singular AR Processes. Journal of Time Series Analysis, 32(5), 531–538. http://hdl.handle.net/20.500.12708/162805 ( reposiTUm)

Deistler, M., Filler, A., & Funovits, B. (2011). AR Systems and AR Processes: The Singular Case. Communications in Information and Systems, 11(3), 225–236. https://doi.org/10.4310/cis.2011.v11.n3.a2 ( reposiTUm)

Deistler, M., Anderson, B. D. O., Filler, A., Zinner, C., & Chen, W. (2010). Generalized Linear Dynamic Factor Models: An Approach 𝑣𝑖𝑎 Singular Autoregressions. European Journal of Control, 16(3), 211–224. https://doi.org/10.3166/ejc.16.211-224 ( reposiTUm)

Bai, E., & Deistler, M. (2010). An Interactive Term Approach to Non-Parametric FIR Nonlinear System Identification. IEEE Transactions on Automatic Control, 55(8), 1952–1957. https://doi.org/10.1109/tac.2010.2050355 ( reposiTUm)

Anderson, B. D. O., & Deistler, M. (2009). Properties of Zero-free Spectral Matrices. IEEE Transactions on Automatic Control, 54(10), 2365–2375. https://doi.org/10.1109/tac.2009.2028976 ( reposiTUm)

Deistler, M., & Anderson, B. D. O. (2008). Properties of Zero-free Transfer Function Matrices. SICE Journal of Control, Measurement, and System Integration, 1(4), 284–292. http://hdl.handle.net/20.500.12708/170395 ( reposiTUm)

Deistler, M., & Zinner, C. (2007). Modelling High-Dimensional Time Series by Generalized Linear Dynamic Factor Models: An Introductionary Survey. Communications in Information and Systems, 7(2), 153–166. http://hdl.handle.net/20.500.12708/168806 ( reposiTUm)

Ribarits, T., Deistler, M., & Hanzon, B. (2005). An analysis of separable least squares data driven local coordinates for maximum likelihood estimation of linear systems. Automatica, 41(3), 531–544. http://hdl.handle.net/20.500.12708/171843 ( reposiTUm)

Deistler, M., & Hamann, E. (2005). Identification of Factor Models for Forecasting Returns. Journal of Financial Econometrics, 3(2), 256–281. http://hdl.handle.net/20.500.12708/171860 ( reposiTUm)

Waser, M., Garn, H., Deistler, M., Benke, T., Dal-Bianco, P., Ransmayr, G., Schmidt, H., Sanin, G., Santer, P., Caravias, G., Seiler, S., Grossegger, D., Fruehwirt, W., & Schmidt, R. (2014). Using static and dynamic canonical correlation coefficients as quantitative EEG markers for Alzheimer’s disease severity. In 2014 36th Annual International Conference of the IEEE Engineering in Medicine and Biology Society. IEEE, Austria. IEEE Xplore. https://doi.org/10.1109/embc.2014.6944205 ( reposiTUm)

Garn, H., Waser, M., Deistler, M., Benke, T., Dal-Bianco, P., Ransmayr, G., Schmidt, H., Sanin, G., Santer, P., Caravias, G., Seiler, S., Grossegger, D., Fruehwirt, W., & Schmidt, R. (2014). Electroencephalographic complexity markers explain neuropsychological test scores in Alzheimer’s disease. In IEEE-EMBS International Conference on Biomedical and Health Informatics (BHI). IEEE, Austria. IEEE Xplore. https://doi.org/10.1109/bhi.2014.6864411 ( reposiTUm)

Graef, A., Flamm, C., Pirker, S., Baumgartner, C., Deistler, M., & Matz, G. (2013). Automatic Ictal HFO Detection for Determination of Initial Seizure Spread. In Engineering in Medicine and Biology Society (EMBC), 2013 35th Annual International Conference of the IEEE (pp. 2096–2099). IEEE. http://hdl.handle.net/20.500.12708/41231 ( reposiTUm)

Graef, A., Flamm, C., Pirker, S., Deistler, M., & Baumgartner, C. (2012). A Physiologically Motivated ECoG Segmentation Method for Epileptic Seizure Onset Zone. In Proceedings of the IEEE EMBC San Diego 2012 (pp. 3500–3503). http://hdl.handle.net/20.500.12708/41150 ( reposiTUm)

Chen, W., Anderson, B. D. O., Deistler, M., & Filler, A. (2011). Properties of Blocked Linear Systems. In Proceedings of 18th IFAC World Congress (pp. 4558–4563). Elsevier. https://doi.org/10.3182/20110828-6-it-1002.01323 ( reposiTUm)

Zamani, M., Chen, W., Anderson, B. D. O., Deistler, M., & Filler, A. (2011). On the zeros of blocked linear systems with single and mixed frequency data. In IEEE Conference on Decision and Control and European Control Conference. Ieee Cdc - Ecc 2011, Orlando, Florida, Non-EU. IEEE Explore. https://doi.org/10.1109/cdc.2011.6160434 ( reposiTUm)

Deistler, M. (2010). Modeling High Dimensional Time Series by Generalized Factor Models. In Proceedings of the MTNS (pp. 323–329). http://hdl.handle.net/20.500.12708/40964 ( reposiTUm)

Deistler, M., Filler, A., Anderson, B. D. O., Chen, W., & Felsenstein, E. (2010). Singular Autoregressions for Generalized Dynamic Factor Models. In Proceedings of the IEEE Conference on Decision and Control, (CDC 2010) (pp. 2875–2879). IEEE. http://hdl.handle.net/20.500.12708/41052 ( reposiTUm)

Deistler, M., Anderson, B. D. O., Chen, W., & Filler, A. (2009). AR models of singular spectral matrices. In Proceedings of the 48h IEEE Conference on Decision and Control (CDC) held jointly with 2009 28th Chinese Control Conference. IEEE. https://doi.org/10.1109/cdc.2009.5399891 ( reposiTUm)

Deistler, M., Graef, A., Hartmann, M., & Kluge, T. (2009). Regression-based analysis of synchronization in multichannel EEG in epilepsy. In 2009 Annual International Conference of the IEEE Engineering in Medicine and Biology Society. IEEE Xplore. https://doi.org/10.1109/iembs.2009.5334186 ( reposiTUm)

Deistler, M., Anderson, B. D. O., Filler, A., Zinner, C., & Chen, W. (2009). Generalized Linear Dynamic Factor Models - An Approach via Singular Autoregressions. In Computational Statistics & Data Analysis (Specia Issue) (p. ?). Elsevier. http://hdl.handle.net/20.500.12708/40874 ( reposiTUm)

Filler, A., Deistler, M., Anderson, B. D. O., Zinner, C., & Chen, W. (2009). Generalized Linear Dynamic Factor Models - An Approach via Singular Autoregressions. In Proceedings ECC Budapest (p. 6). http://hdl.handle.net/20.500.12708/40875 ( reposiTUm)

Anderson, B. D. O., & Deistler, M. (2008). Generalized linear dynamic factor models - a structure theory. In 2008 47th IEEE Conference on Decision and Control. IEEE Xplore. https://doi.org/10.1109/cdc.2008.4739367 ( reposiTUm)

Bai, E., & Deistler, M. (2007). An interactive term approach to non-parametric FIR nonlinear system identification. In 2007 46th IEEE Conference on Decision and Control. 46th IEEE - CDC, USA, New Orleans, Non-EU. https://doi.org/10.1109/cdc.2007.4434034 ( reposiTUm)

Deistler, M. (2004). Stationary Processes and Linear Systems. In J.-D. Fournier, J. Grimm, J. Lebold, & J. R. Partiongton (Eds.), Harmonic Analysis and Rational Approximation. Their Rôles in Signals, Control and Dynamical Systems (pp. 159–179). Springer. https://doi.org/10.1007/11601609_10 ( reposiTUm)

Scherrer, W., & Deistler, M. (2019). Vector autoregressive moving average models. In Handbook of Statistics (pp. 145–191). Elsevier. https://doi.org/10.1016/bs.host.2019.01.004 ( reposiTUm)

Deistler, M., Scherrer, W., & Anderson, B. D. O. (2014). The Structure of Generalized Linear Dynamic Factor Models. In J. Beran, Y. Feng, & H. Hebbel (Eds.), Empirical Economic and Financial Research (Vol. 48, pp. 379–400). Springer. https://doi.org/10.1007/978-3-319-03122-4_24 ( reposiTUm)

Deistler, M., & Neusser, K. (2012). Prognose Uni- und Multivaiater Zeitreihen. In P. Mertens & S. Rässler (Eds.), Prognoserechnung (pp. 225–256). Physica-Verlag. https://doi.org/10.1007/978-3-7908-2797-2_12 ( reposiTUm)

Flamm, C., Kalliauer, U., Deistler, M., Waser, M., & Graef, A. (2012). Graphs for Dependence and Causality in Multivariate Time Series. In L. Wang & G. Hugues (Eds.), System Identification, Environmental Modelling, and Control System Design (pp. 133–151). Springer Verlag. https://doi.org/10.1007/978-0-85729-974-1_7 ( reposiTUm)

Deistler, M. (2007). A Birds Eye View on System Identification. In A. Chiuso, A. Ferrante, & S. Pinzoni (Eds.), Modeling, Estimation and Control (Vol. 364, pp. 59–71). Springer. https://doi.org/10.1007/978-3-540-73570-0_6 ( reposiTUm)

Deistler, M. (2006). Linear Models for Multivariate Time Series Analysis. In Handbook of Time Series Analysis (pp. 283–306). Wiley-VCH. http://hdl.handle.net/20.500.12708/25102 ( reposiTUm)

Ribarits, T., & Deistler, M. (2005). Identification of multivariate state-space systems. In A. Taudes (Ed.), Adaptive Information Systems and Modelling in Economics and Management Science (pp. 233–241). Springer. http://hdl.handle.net/20.500.12708/25076 ( reposiTUm)

Hamann, E., Deistler, M., & Scherrer, W. (2005). Factor models for multivariate time series. In A. Taudes (Ed.), Adaptive Information Systems and Modelling in Economics and Management Science (pp. 243–251). Springer. http://hdl.handle.net/20.500.12708/25077 ( reposiTUm)

Deistler, M., & Neusser, K. (2004). Prognose Uni- und Multivariater Zeitreihen. In P. Mertens & S. Rässler (Eds.), Prognoserechnung (pp. 239–260). Physica-Verlag. http://hdl.handle.net/20.500.12708/25078 ( reposiTUm)

Deistler, M., & Scherrer, W. (2022). Time Series Models (Vol. 224). Springer Nature. https://doi.org/10.1007/978-3-031-13213-1 ( reposiTUm)

Deistler, M., & Scherrer, W. (2018). Modelle der Zeitreihenanalyse. In Mathematik Kompakt. Birkhäuser Basel. https://doi.org/10.1007/978-3-319-68664-6 ( reposiTUm)

Hannan, E. J., & Deistler, M. (2012). The Statistical Theory of Linear Systems. SIAM (Society for Industrial and Applied Mathematics. https://doi.org/10.1137/1.9781611972191 ( reposiTUm)

Deistler, M. (2019). High frequency linear time series models and mixed frequency data. 30th (EC)^2 Conference on Identification in Macroeconomics, Oxford, United Kingdom of Great Britain and Northern Ireland (the). http://hdl.handle.net/20.500.12708/123008 ( reposiTUm)

Deistler, M. (2019). On the Sensitivity of Granger Causality to Errors-In-Variables, Linear Transformations and Subsampling. DAGSTAT 2019, München, Germany. http://hdl.handle.net/20.500.12708/123005 ( reposiTUm)

Deistler, M. (2019). On the Sensitivity of Granger Causality to Errors-In-Variables, Linear Transformations and Subsampling. ERNSI Workshop 2019, Maastricht, Netherlands (the). http://hdl.handle.net/20.500.12708/123007 ( reposiTUm)

Deistler, M. (2019). High frequency linear time series models and mixed frequency data. New Developments in Econometrics and Time Series, Graz, Austria. http://hdl.handle.net/20.500.12708/123006 ( reposiTUm)

Deistler, M. (2019). High frequency linear time series models and mixed frequency data. Quantitative Research in Financial Economics (QRFE) - Seminar Series, Durham, United Kingdom of Great Britain and Northern Ireland (the). http://hdl.handle.net/20.500.12708/123035 ( reposiTUm)

Deistler, M. (2019). High frequency linear time series models and mixed frequency data. CRONOS Conference, Limassol, Cyprus. http://hdl.handle.net/20.500.12708/123036 ( reposiTUm)

Deistler, M., Anderson, B. D. O., Braumann, A., Felsenstein, E., Funovits, B., & Kölbl, L. (2017). High Frequency Linear Time Series Models and Mixed Frequency Data. Workshop The Lindquist Symposium in Systems Theory, Stockholm, Sweden. http://hdl.handle.net/20.500.12708/122126 ( reposiTUm)

Deistler, M., Anderson, B. D. O., Kölbl, L., Braumann, A., Felsenstein, E., & Funovits, B. (2017). High Frequency Linear Time Series Models and Mixed Frequency Data. Bielefeld-Dortmund Summer School, Bielefeld-Dortmund, Germany. http://hdl.handle.net/20.500.12708/122124 ( reposiTUm)

Deistler, M. (2017). High Frequency Linear Time Series Models and Mixed Frequency Data. EIEF (Einaudi Institute of Economics and Finance), Rom, Italy. http://hdl.handle.net/20.500.12708/122122 ( reposiTUm)

Deistler, M. (2017). The Structure of Linear Dynamic Systems-Its Relevance for Parameter Estimation. Tagung Algebraische Statistik, Oberwolfach, Germany. http://hdl.handle.net/20.500.12708/122121 ( reposiTUm)

Deistler, M., Anderson, B. D. O., Felsenstein, E., Funovits, B., Kölbl, L., Zamani, M., & Braumann, A. (2017). High Frequency Linear Time Series Models and Mixed Frequency Data. Big Data in Predictive Dynamic Econometic Modeling, Pennsylvania, United States of America (the). http://hdl.handle.net/20.500.12708/122123 ( reposiTUm)

Kölbl, L., Braumann, A., Felsenstein, E., & Deistler, M. (2016). Estimation of VAR Systems from Mixed Frequency Data: The Stock and the Flow Case. Gastvortrag an der Universität Braunschweig, Braunschweig, Germany. http://hdl.handle.net/20.500.12708/121577 ( reposiTUm)

Deistler, M., Anderson, B. D. O., Braumann, A., Felsenstein, E., Filler, A., Funovits, B., & Kölbl, L. (2016). Regular and Singular AR and ARMA models: The Single and the Mixed Frequency Case. Conference in honor of Helmut Lütkepohl’s scientific contributions, Berlin, Germany. http://hdl.handle.net/20.500.12708/121831 ( reposiTUm)

Deistler, M., Anderson, B. D. O., Felsenstein, E., Funovits, B., Kölbl, L., & Zamani, M. (2016). High Frequency Linear Time Series Models and Mixed Frequency Data. Conference in honor of Helmut Lütkepohl’s scientific contributions, Berlin, Germany. http://hdl.handle.net/20.500.12708/121830 ( reposiTUm)

Deistler, M., Braumann, A., Anderson, B. D. O., Felsenstein, E., Funovits, B., Kölbl, L., & Zamani, M. (2016). High Frequency Linear Time Series Models and Mixed Frequency Data. Forecasting Economic and Financial Time Series, Mondragone, Italy. http://hdl.handle.net/20.500.12708/121829 ( reposiTUm)

Deistler, M., Anderson, B. D. O., Braumann, A., Felsenstein, E., Funovits, B., Kölbl, L., & Zamani, M. (2016). High Frequency Linear Time Series Models and Mixed Frequency Data. Seminar given at University of Helsinki, Helsinki, Finland. http://hdl.handle.net/20.500.12708/121832 ( reposiTUm)

Deistler, M., Anderson, B. D. O., Braumann, A., Felsenstein, E., Funovits, B., Kölbl, L., & Zamani, M. (2016). High Frequency Linear Time Series Models and Moxed Frequency Data. Workshop on Control, Optimisation and Networks, Cambridge, United Kingdom of Great Britain and Northern Ireland (the). http://hdl.handle.net/20.500.12708/121828 ( reposiTUm)

Braumann, A., Deistler, M., Felsenstein, E., & Kölbl, L. (2015). Estimation of VAR Systems from Mixed Frequency Data: The Stock and the Flow Case. ITISE 2015, Granada, Spain. http://hdl.handle.net/20.500.12708/121224 ( reposiTUm)

Braumann, A., Deistler, M., Felsenstein, E., & Kölbl, L. (2015). Estimation of VAR Systems from Mixed Frequency Data: The Stock and the Flow Case. Cfe Ercim 2015, London, United Kingdom of Great Britain and Northern Ireland (the). http://hdl.handle.net/20.500.12708/121225 ( reposiTUm)

Felsenstein, E., Funovits, B., Deistler, M., Anderson, B. D. O., Zamani, M., & Chen, W. (2014). Identifiability of regular and singular multivariate autoregressive models from mixed frequency data. Vortrag an der TU Dortmund, Freiburg, Deutschland, EU. http://hdl.handle.net/20.500.12708/120314 ( reposiTUm)

Deistler, M., Anderson, B. D. O., Felsenstein, E., Funovits, B., Kölbl, L., & Zamani, M. (2014). Multivariate AR Systems and Mixed Frequency Data: g-Identifiability and Estimation. Cfe Ercim 2014, Pisa, EU. http://hdl.handle.net/20.500.12708/121048 ( reposiTUm)

Deistler, M. (2014). VAR Models and Mixed Frequency Data - Structure Theory. Workshop On “New Developments In Econometrics And Time Series,” Rom, Italien, EU. http://hdl.handle.net/20.500.12708/121047 ( reposiTUm)

Deistler, M. (2014). Estimation of Regular and Singular AR Systems from Mixed Frequency Data. Cfe Ercim 2014, Pisa, EU. http://hdl.handle.net/20.500.12708/121049 ( reposiTUm)

Deistler, M. (2014). Identifiability and Estimation of Regular and Singular AR Systems for Mixed Frequency Data. 16th Annual Advances in Econometrics Conference, Aarhus, EU. http://hdl.handle.net/20.500.12708/121055 ( reposiTUm)

Deistler, M. (2013). VAR Models and Mixed Frequency Data. RSISE Seminar (Australian National University), Canberra, Australien, Non-EU. http://hdl.handle.net/20.500.12708/120449 ( reposiTUm)

Graef, A., Hartmann, M., Flamm, C., Pirker, S., Kluge, T., Deistler, M., & Baumgartner, C. (2013). Seizure propagation analysis via segmentation-based classification of ictal electrocorticography. Joint Annual Meeting of the German and Austrian Societies of Epileptology and the Swiss League against Epilepsy, Interlaken, Schweiz, Non-EU. http://hdl.handle.net/20.500.12708/120457 ( reposiTUm)

Anderson, B. D. O., Deistler, M., Felsenstein, E., Funovits, B., Zadrozny, P., Eichler, M., Chen, W., & Zamani, M. (2013). Identifiability of regular and singular multivariate autoregressive models from mixed frequency data, Part 2. 1st Vienna Workshop on High Dimensional Time Series in Macroeconomics and Finance 2013 (Time Series 2013), Wien, Austria. http://hdl.handle.net/20.500.12708/120459 ( reposiTUm)

Deistler, M., Anderson, B. D. O., Filler, A., Chen, W., Funovits, B., & Felsenstein, E. (2013). Generalized Dynamic Factor Models. National Research Network (NFN) Meeting “Geometry + Simulation,” Strobl/Wolfgangsee, Österreich, Austria. http://hdl.handle.net/20.500.12708/120703 ( reposiTUm)

Anderson, B. D. O., Deistler, M., Felsenstein, E., Funovits, B., Kölbl, L., Zamani, M., & Chen, W. (2013). VAR Models and Mixed Frequency Data. (EC)² - The Econometrics Analysis of Mixed Frequency Data, University of Cyprus, Zypern, EU. http://hdl.handle.net/20.500.12708/120702 ( reposiTUm)

Felsenstein, E., Funovits, B., Deistler, M., Anderson, B. D. O., Zamani, M., & Chen, W. (2013). VAR Models and Mixed Frequency Data. Recent Advances in Time Series and Econometrics, Brüssel, Belgien, EU. http://hdl.handle.net/20.500.12708/120701 ( reposiTUm)

Deistler, M., Anderson, B. D. O., Braumann, A., Felsenstein, E., Funovits, B., & Kölbl, L. (2012). High Frequency Linear Time Series Models and Mixed Frequency Data. Conference New Developments in Econometrics and Time Series, Rom, Italien, EU. http://hdl.handle.net/20.500.12708/122125 ( reposiTUm)

Graef, A., Matz, G., Pirker, S., Deistler, M., & Baumgartner, C. (2012). Ausbreitungsanalyse von epileptischen Anfällen durch automatische HFO-Detektion. Gemeinsame Jahrestagung der Österreichischen Gesellschaft für Epileptologie und der österreichischen Gesesllschaft für Klinische Neurophysiologie und Funktionelle Bildgebung, Wien, Austria. http://hdl.handle.net/20.500.12708/120144 ( reposiTUm)

Pirker, S., Flamm, C., Graef, A., Deistler, M., & Baumgartner, C. (2012). Seizure propagation analysis via segmentation of ictal electrocorticography. 10th European Congress on Epileptology, London, EU. http://hdl.handle.net/20.500.12708/120143 ( reposiTUm)

Deistler, M., Anderson, B. D. O., Felsenstein, E., Filler, A., Funovits, B., & Zamani, M. (2012). Generalized Linear Dynamic Factor Models - The Single and the Mixed Frequency Case. RSISE Seminar, Canberra, Australien, Non-EU. http://hdl.handle.net/20.500.12708/120178 ( reposiTUm)

Deistler, M., Anderson, B. D. O., Felsenstein, E., Filler, A., Funovits, B., & Zamani, M. (2012). Generalized Linear Dynamic Factor Models: The Single and the Mixed frequency Case. Workshop On “New Developments In Econometrics And Time Series,” Rom, Italien, EU. http://hdl.handle.net/20.500.12708/120176 ( reposiTUm)

Deistler, M., Anderson, B. D. O., Felsenstein, E., Filler, A., Funovits, B., & Zamani, M. (2012). Identifiability of regular and singular multivariate autoregressive models. European Research Network System Identification (ERNSI) Workshop, Louvain la Neuve, (Belgien), Austria. http://hdl.handle.net/20.500.12708/120177 ( reposiTUm)

Deistler, M., Anderson, B. D. O., Felsenstein, E., Filler, A., Funovits, B., & Zamani, M. (2012). Generalized Linear Dynamic Factor Models; The Single and the Mixed Frequency Case. Algebraic Structures in Statistics, IST Austria, Klosterneuburg, Austria. http://hdl.handle.net/20.500.12708/120179 ( reposiTUm)

Deistler, M., Anderson, B. D. O., Felsenstein, E., Filler, A., & Funovits, B. (2012). Generalized Linear Factor Models. Statistical Models for Financial Data III, Graz, Austria. http://hdl.handle.net/20.500.12708/120108 ( reposiTUm)

Deistler, M., Anderson, B. D. O., Felsenstein, E., Filler, A., Funovits, B., & Zamani, M. (2012). Generalized Linear Dynamic Factor Models: The Single and the Mixed Frequency Case. Joint Statistical Meeting, Vancouver, Canada, Non-EU. http://hdl.handle.net/20.500.12708/120110 ( reposiTUm)

Flamm, C., Graef, A., & Deistler, M. (2012). Influence analysis for high-dimensional time series based on Granger-causality analysis. 1st Austrian Stochastic Days, Linz, Austria. http://hdl.handle.net/20.500.12708/120112 ( reposiTUm)

Deistler, M., Anderson, B. D. O., Felsenstein, E., Filler, A., Funovits, B., & Zamani, M. (2012). Generalized Linear Dynamic Factor Models: The Single and the Mixed Frequency Case. Recent Advances in Time Series Analysis, Zypern, Austria. http://hdl.handle.net/20.500.12708/120111 ( reposiTUm)

Funovits, B., Felsenstein, E., Anderson, B. D. O., Deistler, M., & Chen, W. (2011). Generalized dynamic factor models and singular ARMA models. Computational and Financial Econometrics (CFE’11), London, EU. http://hdl.handle.net/20.500.12708/119936 ( reposiTUm)

Filler, A., Felsenstein, E., Funovits, B., Deistler, M., Anderson, B. D. O., Chen, W., & Zamani, M. (2011). Generalized Linear Dynamic Factor Models - The Single Frequency and the Mixed Frequency Case. Interdisciplinary Workshop on “Econometric and Statistical Modelling of Multivaiate Time Series,” Louvain-la-Neuve, EU. http://hdl.handle.net/20.500.12708/119933 ( reposiTUm)

Deistler, M. (2011). Generalized factor models. European Research Network System Identification (ERNSI) Workshop, Louvain la Neuve, (Belgien), Austria. http://hdl.handle.net/20.500.12708/119935 ( reposiTUm)

Deistler, M., Anderson, B. D. O., Filler, A., Chen, W., Funovits, B., & Felsenstein, E. (2011). Generalized Dynamic Factor Models. ECARES Seminar, Brüssel, EU. http://hdl.handle.net/20.500.12708/119052 ( reposiTUm)

Deistler, M. (2010). Michel Gevers turns 65 - Rememberence of the Past and Suggestions for an Emeritus. DYSCO workshop on 28 and 29 October to celebrate Michel Gevers and Paul Van Dooren, Louvain -la-Neuve, Belgien, EU. http://hdl.handle.net/20.500.12708/119660 ( reposiTUm)

Deistler, M., Anderson, B. D. O., Filler, A., & Chen, W. (2010). Generalized Linear Dynamic Factor Models - A Structure theory. Computational and Financial Econometrics (CFE’10), London, UK, EU. http://hdl.handle.net/20.500.12708/119625 ( reposiTUm)

Deistler, M. (2010). Generalized linear dynamic factor models. Miniworkshop on “Semiparametric Modeling of Multivariate Economic Time Series with Changing Dynamics,” Oberwolfach, Austria. http://hdl.handle.net/20.500.12708/119307 ( reposiTUm)

Deistler, M. (2010). System Identification - General Aspects and Structure. Seminarvortrag, Regensburg, Germany, EU. http://hdl.handle.net/20.500.12708/119306 ( reposiTUm)

Deistler, M. (2010). System Identification in Technical Applications. Eröffnung des Christian Doppler Labors für modellbasierte Kalibriermethoden, Wien, Austria. http://hdl.handle.net/20.500.12708/119345 ( reposiTUm)

Deistler, M., Anderson, B. D. O., Filler, A., Zinner, C., & Chen, W. (2010). Generalized Linear Dynamic Factor Models - An Approach via Singular Autoregressions. RSISE-Seminar, Canberra, Non-EU. http://hdl.handle.net/20.500.12708/119346 ( reposiTUm)

Deistler, M., Anderson, B. D. O., Filler, A., Zinner, C., & Chen, W. (2010). Generalized Linear Dynamic Factor Models - An Approach via Singular Autoregressions. DAGStat 2010, Dortmund, EU. http://hdl.handle.net/20.500.12708/119347 ( reposiTUm)

Deistler, M. (2010). Linear Methods. 1st Workshop on Identification for Automotive Systems, JKU Linz, Austria. http://hdl.handle.net/20.500.12708/119488 ( reposiTUm)

Filler, A., Deistler, M., Anderson, B. D. O., Zinner, C., & Chen, W. (2009). Generalized Linear Dynamic Factor Models - An Approach via Singular Autoregressions. NBER-NSF Time Series Conference, USA, Iowa, Iowa City, Non-EU. http://hdl.handle.net/20.500.12708/119218 ( reposiTUm)

Filler, A., Deistler, M., Anderson, B. D. O., Zinner, C., & Chen, W. (2009). Generalized Linear Dynamic Factor Models - An Approach via Singular Autoregressions. International Conference on Panel Data 2009, Bonn, EU. http://hdl.handle.net/20.500.12708/119222 ( reposiTUm)

Deistler, M., Anderson, B. D. O., Chen, W., Filler, A., & Zinner, C. (2009). Generalized Linear Dynamic Factor Models - An Approach via Singular Autoregressions. Open and Interconnected Systems Modeling and Control ESAT-SCD (Signals, Identification, System Theory and Automation), Brügge, EU. http://hdl.handle.net/20.500.12708/119230 ( reposiTUm)

Deistler, M. (2009). System identification: General aspects and structure. Ecole Polytechnique Fédérale de Lausanne (EPFL), Lausanne, Non-EU. http://hdl.handle.net/20.500.12708/119228 ( reposiTUm)

Deistler, M., Anderson, B. D. O., Chen, W., Filler, A., & Zinner, C. (2009). Generalized Linear Dynamic Factor Models - An Approach via Singular Autoregressions. Inaugural Conference Courant Research Centre PEG, Georg-August-Universität Göttingen, EU. http://hdl.handle.net/20.500.12708/119229 ( reposiTUm)

Deistler, M., Anderson, B. D. O., Filler, A., & Zinner, C. (2009). Generalized Linear Dynamic Factor Models - A Structure Theory. Eröffnung des Courant Research Centre (Universität Göttingen), Göttingen, EU. http://hdl.handle.net/20.500.12708/119180 ( reposiTUm)

Deistler, M., & Anderson, B. D. O. (2009). Generalized Dynamic Factor Models - A Structure Theory. European Research Network System Identification Workshop 2009, Vorau, Austria. http://hdl.handle.net/20.500.12708/119144 ( reposiTUm)

Deistler, M. (2008). Generalized Linear Dynamic Factor Models. EIEF - Seminar 2008, Einaudi Institute for Economics and Finance, Rom, Italien, EU. http://hdl.handle.net/20.500.12708/118753 ( reposiTUm)

Deistler, M. (2008). System Identification. Vortrag bei der Banca D`Italia, Banka D´Italia, Rom, EU. http://hdl.handle.net/20.500.12708/118752 ( reposiTUm)

Deistler, M., Anderson, B. D. O., Felsenstein, E., Funovits, B., & Zamani, M. (2008). Generalized Linear Dynamic Factor Models - The Singular and the Mixed Frequency Case. international Workshop on Recent Advances in Time Series Analysis (RATS), Protaras, Zypern, EU. http://hdl.handle.net/20.500.12708/120109 ( reposiTUm)

Deistler, M. (2008). System Identification General Aspects and Structure. RICAM, Linz, Linz, Österreich, Austria. http://hdl.handle.net/20.500.12708/118964 ( reposiTUm)

Deistler, M. (2008). Generalized Dynamic Factor Models. international Workshop on Recent Advances in Time Series Analysis (RATS), Protaras, Zypern, EU. http://hdl.handle.net/20.500.12708/118820 ( reposiTUm)

Deistler, M. (2008). Prognosen. Pro Sientia, Matrei, Austria. http://hdl.handle.net/20.500.12708/118819 ( reposiTUm)

Deistler, M. (2008). Generalized Dynamic Factor Models. Vortrag an der University of Melbourne, University of Melbourne, Faculty of Engineering, Non-EU. http://hdl.handle.net/20.500.12708/118826 ( reposiTUm)

Deistler, M. (2008). System Identification - A Survey. Vortrag an der ANU, Australia National University (ANU) Canberra, Asutralien, Non-EU. http://hdl.handle.net/20.500.12708/118827 ( reposiTUm)

Deistler, M. (2008). Generalized Dynamic Factor Models. 2nd International Workshop on Computational and Financial Econometrics (CFE’08), Neuchâtel, Switzerland, Non-EU. http://hdl.handle.net/20.500.12708/118818 ( reposiTUm)

Deistler, M. (2008). Generalized Linear Dynamic Factor Models - A Structure Theory. 47th IEEE CDC-Conference, Cancun, Mexiko, Non-EU. http://hdl.handle.net/20.500.12708/118824 ( reposiTUm)

Deistler, M. (2008). Öknometrie. Vortrag an der ÖAW, Österreichische Akademie der Wissenschaften, Austria. http://hdl.handle.net/20.500.12708/118825 ( reposiTUm)

Deistler, M., & Anderson, B. D. O. (2008). Generalized Linear Dynamic Factor Models - A structure Theory. Joint Statistical Meeting 2008, Denver, USA, Non-EU. http://hdl.handle.net/20.500.12708/118821 ( reposiTUm)

Deistler, M. (2008). System Identification - A Survey. Special Semester on Stochastics with Emphasis on Finance, (RICAM) Austrian Academy of Sciences (ÖAW) , Linz, Austria. http://hdl.handle.net/20.500.12708/118822 ( reposiTUm)

Deistler, M. (2008). Generalized Linear Dynamic Factor Models - A structure Theory. Special Semester on Stochastics with Emphasis on Finance, (RICAM) Austrian Academy of Sciences (ÖAW) , Linz, Austria. http://hdl.handle.net/20.500.12708/118823 ( reposiTUm)

Deistler, M. (2007). Forecasting Financial Data. European Symposium on Time Series Prediction, Otaniemi, Finland, EU. http://hdl.handle.net/20.500.12708/118514 ( reposiTUm)

Deistler, M. (2007). Modelling High Dimensional Time Series by Generalized Linear Dynamic Factor Models. International Workshop on Linear Systems, Canberra, Australia, Non-EU. http://hdl.handle.net/20.500.12708/118515 ( reposiTUm)

Deistler, M., & Bai, E. (2007). An Interactive Term Representation and Estimation Approach to Non-Parametric FIR Nonlinear System Identification. 46th IEEE - CDC, USA, New Orleans, Non-EU. http://hdl.handle.net/20.500.12708/118527 ( reposiTUm)

Deistler, M. (2007). A Structure Theory for Generalized Linear Dynamic Factor Models. International Conference on Statistical Models for Financial Data II, Österreich, Graz, Austria. http://hdl.handle.net/20.500.12708/118522 ( reposiTUm)

Deistler, M. (2007). A Structure Theory for Generalized Linear Dynamic Factor Models. NBER-NSF Time Series Conference, USA, Iowa, Iowa City, Non-EU. http://hdl.handle.net/20.500.12708/118523 ( reposiTUm)

Deistler, M. (2007). Factor Models. Seminarvortrag, Regensburg, Germany, EU. http://hdl.handle.net/20.500.12708/118521 ( reposiTUm)

Deistler, M., & Zinner, C. (2007). Modelling High-Dimensional Time Series by Generalized Linear Dynamic Factor Models: An Introductionary Survey. Tagung der Deutschen Arbeitsgemeinschaft Statistik, Bielefeld, Germany, Bielefeld, EU. http://hdl.handle.net/20.500.12708/118530 ( reposiTUm)

Deistler, M. (2007). System Identification. Workshop des DFG Forschungsschwerpunkts Zeitreihenanalyse und digitale Bildverarbeitung, Deutschland, Freiburg im Breisgau, EU. http://hdl.handle.net/20.500.12708/118526 ( reposiTUm)

Deistler, M. (2007). A Structure Theory for Generalized Linear Dynamic Factor Models. International Conference on Modelling, Estimation and Control, Italy, Venice, EU. http://hdl.handle.net/20.500.12708/118524 ( reposiTUm)

Deistler, M. (2007). Time Series by Generalized Factor Models. Interdisciplinary Workshop on Data Driven Modelling in Engineering, Econometrics and Statistics, Belgium, Brussels, Freie Universität Brüssel (FUB), EU. http://hdl.handle.net/20.500.12708/118525 ( reposiTUm)

Deistler, M. (2006). Modelling High Dimensional Time Series. Gastvortrag, Masaryk University Brno, Czech Republic, EU. http://hdl.handle.net/20.500.12708/118036 ( reposiTUm)

Deistler, M. (2006). System Identification. Festvortrag anläßlich des 60. Geburtstag von Prof. Laszlo Gerencser, MTA SZTAKI, Budapest, Ungarn, EU. http://hdl.handle.net/20.500.12708/118037 ( reposiTUm)

Deistler, M. (2005). Identification of Factor Models for Forecasting Returns. Hochschule St. Gallen, St. Gallen, Austria. http://hdl.handle.net/20.500.12708/117193 ( reposiTUm)

Deistler, M. (2005). Identification of Factor Models for Forecasting Returns. Universität Kiel, Fachbereich Wirtschaft, Kiel, Deutschland, Austria. http://hdl.handle.net/20.500.12708/117324 ( reposiTUm)

Deistler, M. (2005). System Identification a Survey. Vortrag, University of West Bohemia, Pilsen, Czech Republic, Austria. http://hdl.handle.net/20.500.12708/117435 ( reposiTUm)

Deistler, M. (2005). System Identification a Survey. Workshop on linear systems theory, Sde, Boker (Israel), Non-EU. http://hdl.handle.net/20.500.12708/117747 ( reposiTUm)

Deistler, M. (2005). System Identification a Survey. European Research Network System Identification (ERNSI) Workshop, Louvain la Neuve, (Belgien), Austria. http://hdl.handle.net/20.500.12708/117748 ( reposiTUm)

Deistler, M. (2004). Wirtschaftswissenschaften zwischen Empirismus und Dogmatismus. Österreichischer Wissenschaftstag, Semmering, Austria. http://hdl.handle.net/20.500.12708/116861 ( reposiTUm)

Deistler, M. (2004). System Identification, a Survey. Universität Graz, Graz, Austria. http://hdl.handle.net/20.500.12708/116864 ( reposiTUm)

Deistler, M. (2004). Linear Dynamic Factor Models with Idiosyncratic Noise - A Structure Theory. Recent Advances in Time Series Analysis, Zypern, Austria. http://hdl.handle.net/20.500.12708/116863 ( reposiTUm)

Deistler, M. (2004). Multivariate Time Series Analysis and Forecasting. Econometric Forecasting and High Frequency Data Analysis, National University of Singapore, Austria. http://hdl.handle.net/20.500.12708/116865 ( reposiTUm)

Deistler, M. (2004). System Identification, a Survey. Université Libre Bruxelles, Bruxelles, Belgien, Austria. http://hdl.handle.net/20.500.12708/116862 ( reposiTUm)

Deistler, M. (2004). Data Driven Local Coordinates for Identification of Multivariate Linear State Space Systems. Multivariate Time Series Analysis, Heidelberg, Austria. http://hdl.handle.net/20.500.12708/116867 ( reposiTUm)

Deistler, M. (2004). Data Driven Local Coordinates for Linear State Space Systems. Oberwolfach Seminar: Stochastic Modelling and Statistics in Finance, Oberwolfach, Germany, Austria. http://hdl.handle.net/20.500.12708/116866 ( reposiTUm)

Deistler, M. (2004). System Identification General Aspects and Structure. Franqui Chair Award (Louvain-la-Neuve), Belgien, Austria. http://hdl.handle.net/20.500.12708/116713 ( reposiTUm)

Deistler, M. (2003). Forecasting Returns with Dynamic Factor Models with Inputs. Workshop on new directions in financial risk management, Frankfurt, Austria. http://hdl.handle.net/20.500.12708/116701 ( reposiTUm)

Deistler, M. (2003). Forecasting Returns of Stock Markets. 5th Day of Applied Mathematics, Elte Budapest, Budapest, Austria. http://hdl.handle.net/20.500.12708/116693 ( reposiTUm)

Deistler, M. (2003). Data Driven Local Coordinates for Linear State-Space Systems. NBER/NSF Time Series Conference, Chicago, USA, Austria. http://hdl.handle.net/20.500.12708/116694 ( reposiTUm)

Deistler, M. (2002). Identification of Multivariate Linear Systems. ProbaStat 2002 The 4th International Conference on Mathematical Statistics, Schloss Smolenice, Slowakei, Austria. http://hdl.handle.net/20.500.12708/116201 ( reposiTUm)

Deistler, M. (2002). System Identification - A Survey. Operations Research 2002, Klagenfurt, Austria, Austria. http://hdl.handle.net/20.500.12708/116197 ( reposiTUm)

Deistler, M. (2002). System Identification. Freie Universität Berlin, Berlin, Deutschland, Austria. http://hdl.handle.net/20.500.12708/116200 ( reposiTUm)

Deistler, M. (2002). Data Driven Local Coordinates. MTNS, Notre Dame, South Bend, Notre Dame, Austria. http://hdl.handle.net/20.500.12708/116198 ( reposiTUm)

Deistler, M. (2002). System Identification. Wissenswertes aus der Mathematik, TU Wien, Wien, Austria. http://hdl.handle.net/20.500.12708/116199 ( reposiTUm)

Deistler, M. (2001). System Identification. Gohberg Symposium, Wien, Austria. http://hdl.handle.net/20.500.12708/116695 ( reposiTUm)

Deistler, M. (2001). Errors-in-Variables. Seminarvortrag am Institut für Automatic Control der Universität Linköping, Schweden, Linköping, Schweden, Austria. http://hdl.handle.net/20.500.12708/116697 ( reposiTUm)

Deistler, M. (2001). System Identification. Wirtschaftswissenschaftliches Seminar der Universität Bern, Bern, Schweiz, Austria. http://hdl.handle.net/20.500.12708/116696 ( reposiTUm)

Deistler, M. (2001). Time Series Analysis. Statistische Woche 2001, Statistische Tage ÖSG, Wien, Austria. http://hdl.handle.net/20.500.12708/115871 ( reposiTUm)

Deistler, M. (2002). Zwischenbericht FWF- Projekt P-14438INF. http://hdl.handle.net/20.500.12708/31548 ( reposiTUm)