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Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form - MaRDI portal

Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form (Q5080137)

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scientific article; zbMATH DE number 7534038
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English
Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form
scientific article; zbMATH DE number 7534038

    Statements

    title
    Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form (English)
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    author
    George Athanasopoulos
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    D. S. Poskitt
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    Farshid Vahid
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    publication date
    31 May 2022
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    zbMATH Keywords
    canonical correlations
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    identification
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    Kronecker index
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    multivariate time series
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    SCM
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    describes a project that uses
    Forecast
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    forecast
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62H20
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    62P20
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    zbMATH DE Number
    7534038
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    OpenAlex ID
    W2035435250
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