scientific article; zbMATH DE number 775736

zbMath0820.62076MaRDI QIDQ4839930

Ruey S. Tsay

Publication date: 19 September 1995

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Hankel matrixechelon formKronecker indexlinear, time-invariant systemcanonical forms of vector ARMA representationsscalar-component model

Mathematics Subject Classification ID

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

Related Items (8)

Large Bayesian VARMAs ⋮ Vector autoregressive moving average identification for macroeconomic modeling: a new methodology ⋮ Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form ⋮ On the identification of ARMA echelon-form models ⋮ A type of matrix Padé approximant inspired by scalar component models ⋮ A note on the initial identification of scalar component models ⋮ Exact maximum likelihood estimation of structured or unit root multivariate time series models ⋮ Model specification and selection for multivariate time series

This page was built for publication: