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  • Search: subject:"Spectral factorization"
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Year of publication
Subject
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matrix spectral factorization 5 ARMA model 3 ARMA-Modell 3 Linear algebra 3 Lineare Algebra 3 State space model 3 Theorie 3 Theory 3 Time series analysis 3 VAR model 3 VAR-Modell 3 Zeitreihenanalyse 3 Zustandsraummodell 3 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 Stochastic process 1 Stochastischer Prozess 1
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Online availability
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Free 5
Type of publication
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Book / Working Paper 5
Type of publication (narrower categories)
All
Working Paper 5 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3
Language
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English 5
Author
All
Zadrozny, Peter A. 4 Zadrosny, Peter A. 1
Published in...
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BLS working papers 1 CESifo Working Paper 1 CESifo working papers 1 CFS Working Paper Series 1 CFS working paper series 1
Source
All
ECONIS (ZBW) 3 EconStor 2
Showing 1 - 5 of 5
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:
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