Identification and Estimation of Structural VARMA Models Using Higher Order Dynamics (Q6190694)
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scientific article; zbMATH DE number 7813777
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Identification and Estimation of Structural VARMA Models Using Higher Order Dynamics |
scientific article; zbMATH DE number 7813777 |
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Identification and Estimation of Structural VARMA Models Using Higher Order Dynamics (English)
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6 March 2024
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causality
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higher-order spectra
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independence of components
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invertibility
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minimum distance
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rank condition
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