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Persistent link: https://www.econbiz.de/10005659107
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...
Persistent link: https://www.econbiz.de/10005199768
Persistent link: https://www.econbiz.de/10008755086