SPECTRAL RADIUS, KRONECKER PRODUCTS AND STATIONARITY (Q4696583): Difference between revisions

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Latest revision as of 17:49, 17 May 2024

scientific article; zbMATH DE number 221010
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English
SPECTRAL RADIUS, KRONECKER PRODUCTS AND STATIONARITY
scientific article; zbMATH DE number 221010

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    SPECTRAL RADIUS, KRONECKER PRODUCTS AND STATIONARITY (English)
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    29 June 1993
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    Yule-Walker estimation procedure
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    spectral radius
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    square matrix
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    Kronecker product
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    stationarity
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    bilinear model
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    linear ARMA model
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    subdiagonal model
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    linear component models
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