EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Matrix spectral factorization"
Narrow search

Narrow search

Year of publication
Subject
All
matrix spectral factorization 5 ARMA model 4 ARMA-Modell 4 Linear algebra 4 Lineare Algebra 4 State space model 4 Theorie 4 Theory 4 Time series analysis 4 VAR model 4 VAR-Modell 4 Zeitreihenanalyse 4 Zustandsraummodell 4 block-Vandermonde eigenvectors of block-companion state-transition matrix of state-space representation 3 block-Vandermonde eigenvectors of block-companion state-transition 2 matrix of state-space representation 2 Block-Vandermonde eigenvectors of block-companion state-transition matrix of state-space representation 1 Matrix spectral factorization 1 Stochastic process 1 Stochastischer Prozess 1
more ... less ...
Online availability
All
Free 5 Undetermined 1
Type of publication
All
Book / Working Paper 5 Article 1
Type of publication (narrower categories)
All
Working Paper 5 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3 Article in journal 1 Aufsatz in Zeitschrift 1
Language
All
English 6
Author
All
Zadrozny, Peter A. 5 Zadrosny, Peter A. 1
Published in...
All
BLS working papers 1 CESifo Working Paper 1 CESifo working papers 1 CFS Working Paper Series 1 CFS working paper series 1 Journal of econometrics 1
Source
All
ECONIS (ZBW) 4 EconStor 2
Showing 1 - 6 of 6
Cover Image
Extended Yule-Walker Identification of Varma Models with Single- or Mixed-Frequency Data.
Zadrozny, Peter A. - 2016
Chen and Zadrozny (1998) developed the linear extended Yule-Walker (XYW) method for determining the parameters of a vector autoregressive (VAR) model with available covariances of mixed-frequency observations on the variables of the model. If the parameters are determined uniquely for available...
Persistent link: https://www.econbiz.de/10011480467
Saved in:
Cover Image
Extended Yule-Walker identification of Varma models with single- or mixed-frequency data
Zadrosny, Peter A. - 2016
Persistent link: https://www.econbiz.de/10011539924
Saved in:
Cover Image
Extended Yule-Walker identification of Varma models with single- or mixed-frequency data
Zadrozny, Peter A. - 2016
Chen and Zadrozny (1998) developed the linear extended Yule-Walker (XYW) method for determining the parameters of a vector autoregressive (VAR) model with available covariances of mixed-frequency observations on the variables of the model. If the parameters are determined uniquely for available...
Persistent link: https://www.econbiz.de/10011459174
Saved in:
Cover Image
Extended Yule-Walker identification of Varma models with single- or mixed frequency data
Zadrozny, Peter A. - 2015
Chen and Zadrozny (1998) developed the linear extended Yule-Walker (XYW) method for determining the parameters of a vector autoregressive (VAR) model with available covariances of mixed-frequency observations on the variables of the model. If the parameters are determined uniquely for available...
Persistent link: https://www.econbiz.de/10011412895
Saved in:
Cover Image
Extended Yule-Walker identification of Varma models with single- or mixed frequency data
Zadrozny, Peter A. - 2015
Chen and Zadrozny (1998) developed the linear extended Yule-Walker (XYW) method for determining the parameters of a vector autoregressive (VAR) model with available covariances of mixed-frequency observations on the variables of the model. If the parameters are determined uniquely for available...
Persistent link: https://www.econbiz.de/10011411362
Saved in:
Cover Image
Extended Yule-Walker identification of VARMA models with single- or mixed-frequency data
Zadrozny, Peter A. - In: Journal of econometrics 193 (2016) 2, pp. 438-446
Persistent link: https://www.econbiz.de/10011704992
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...