Identifiability and estimation of possibly non-invertible SVARMA models: the normalised canonical WHF parametrisation (Q6554226)
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scientific article; zbMATH DE number 7863980
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Identifiability and estimation of possibly non-invertible SVARMA models: the normalised canonical WHF parametrisation |
scientific article; zbMATH DE number 7863980 |
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Identifiability and estimation of possibly non-invertible SVARMA models: the normalised canonical WHF parametrisation (English)
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12 June 2024
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non-invertibility
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Wiener-Hopf factorisation
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structural vector autoregressive moving-average models
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non-Gaussianity
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identifiability
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