Search Results - subject:"Spectral factorization"

Are spectral estimators useful for long-run restrictions in SVARs?

Mertens, Elmar - In: Journal of economic dynamics & control 36 (2012) 12, pp. 1831-1844

Persistent link: https://www.econbiz.de/10009701923

Two classes of merit functions for the second-order cone complementarity problem

Chen, Jein-Shan - In: Computational Statistics 64 (2006) 3, pp. 495-519

Recently Tseng (Math Program 83:159–185, 1998) extended a class of merit functions, proposed by Luo and Tseng (A new class of merit functions for the nonlinear complementarity problem, in Complementarity and Variational Problems: State of the Art, pp. 204–225, 1997), for the nonlinear...

Persistent link: https://www.econbiz.de/10010759588

Two classes of merit functions for the second-order cone complementarity problem

Chen, Jein-Shan - In: Mathematical Methods of Operations Research 64 (2006) 3, pp. 495-519

Persistent link: https://www.econbiz.de/10010950372

A convergence theorem for spectral factorization

Wilson, G. Tunnicliffe - In: Journal of Multivariate Analysis 8 (1978) 2, pp. 222-232

This paper presents a convergence theorem for an iterative method of spectral factorization in the context of …

Persistent link: https://www.econbiz.de/10005093856