On the identification of ARMA echelon-form models (Q4036388)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the identification of ARMA echelon-form models |
scientific article |
Statements
On the identification of ARMA echelon-form models (English)
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16 May 1993
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multivariate autoregressive moving average echelon-form models
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identification procedure
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linear dependence
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Hankel matrix of serial correlations
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finite linear combination of independent chi-square random variables
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specification error
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canonical analysis
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simulation
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graphical representation
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dynamic structure of ARMA models
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