Multi-companion matrices

DOI10.1016/s0024-3795(01)00475-xzbMath1016.15006MaRDI QIDQ92814

Georgi N. Boshnakov, Georgi N. Boshnakov

Publication date: October 2002

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

eigenvaluesJordan decompositiongeneralized eigenvectorscontinuous-time autoregressionmulti-companion matrices

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Generalized linear models (logistic models) (62J12) Eigenvalues, singular values, and eigenvectors (15A18) Hermitian, skew-Hermitian, and related matrices (15B57)

Related Items

Singular value decomposition of multi-companion matrices, mcompanion, Generation Of Time Series Models With Given Spectral Properties

Uses Software

• partsm

Cites Work

• Inertia characteristics of self-adjoint matrix polynomials
• A note on limit theorems for multivariate martingales
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