Stable spectral factorization with applications to the estimation of time series models (Q4275154)
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scientific article; zbMATH DE number 484471
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stable spectral factorization with applications to the estimation of time series models |
scientific article; zbMATH DE number 484471 |
Statements
Stable spectral factorization with applications to the estimation of time series models (English)
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23 January 1994
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time series models
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extended unitary matrix
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Hermite normal form
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Hermitian matrix
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reflection
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unimodular matrix
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ARMA-models
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testing for stability
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unstable full rank polynomial matrix
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miniphase
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invertible spectral factor
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unit circle
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stability of a polynomial operator
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system estimation
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