Identifiability conditions for Generalised STARMA models

DOI10.1007/BF03178915zbMath1454.62262MaRDI QIDQ5123737

Silvia Terzi, Giuseppina Guagnano

Publication date: 29 September 2020

Published in: Journal of the Italian Statistical Society (Search for Journal in Brave)

zbMATH Keywords

identificationstructural identifiabilitySTARMA models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Maximum likelihood estimation of a generalized star(p; 1p) model
• The Identification Problem for Multiple Equation Systems with Moving Average Errors
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