On the Identifiability of Minimal VARMA Representations
| Year of publication: |
1998
|
|---|---|
| Authors: | Berlinet, Alain ; Francq, Christian |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 1.1998, 1, p. 1-15
|
| Publisher: |
Springer |
| Subject: | Mathematics Subject Classification (1991): 62M10. | multivariate ARMA models | identifiability | identification |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005169140