Asymptotically Equivalent Sequences of Matrices and Multivariate ARMA Processes

DOI10.1109/TIT.2011.2159042zbMath1365.62341MaRDI QIDQ5273496

Jesús Gutiérrez-Gutiérrez, Pedro M. Crespo

Publication date: 12 July 2017

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (1)

A modified version of the Pisarenko method to estimate the power spectral density of any asymptotically wide sense stationary vector process

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