A simulation algorithm for non-causal VARMA processes
type: Item
instance of: scholarly article
title: A simulation algorithm for non-causal VARMA processes
zbMATH Open document ID: 1308.62170
author: M. Giurcanu
published in: Statistics \& Probability Letters
publication date: 2015-03-24T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 6419263
zbMATH Keywords: VARMA processes
zbMATH Keywords: non-causal processes
zbMATH Keywords: stationary processes
zbMATH Keywords: Jordan decomposition
MaRDI profile type: Publication
full work available at URL: j.spl.2014.12.005
OpenAlex ID: W2044029154
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DOI: 10.1016/J.SPL.2014.12.005
description: scientific article; zbMATH DE number 6419263