On the identifiability of minimal VARMA representations

DOI10.1023/A:1009955223247zbMath0919.62103OpenAlexW2592628873MaRDI QIDQ1281920

Christian Francq, Alain F. Berlinet

Publication date: 16 August 1999

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1009955223247

zbMATH Keywords

identificationmultivariate ARMA modelsidentifiabilityminimal orders

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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