Green, Michael - In: Journal of Multivariate Analysis 24 (1988) 1, pp. 143-154
Stationary vector ARMA processess x(t), t = 0, ±1, ±2,..., that are full rank are considered. It is shown, with E(z) denoting the 'symbol' of the canonical correlation operator, that the number of zeros (counting multiplicities) on z = 1 of the transfer function, V(z), from innovations to...