Solutions of Yule-Walker equations for singular AR processes (Q5495698): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Properties of Zero-Free Spectral Matrices / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Generalized linear dynamic factor models: an approach via singular autoregressions / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4807277 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Let's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Lyapunov matrix equations in system stability and control. / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4039983 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Modeling of multichannel time series and extrapolation of matrix-valued autocorrelation sequences / rank | |||
Normal rank |
Revision as of 21:09, 8 July 2024
scientific article; zbMATH DE number 6325666
Language | Label | Description | Also known as |
---|---|---|---|
English | Solutions of Yule-Walker equations for singular AR processes |
scientific article; zbMATH DE number 6325666 |
Statements
Solutions of Yule-Walker equations for singular AR processes (English)
0 references
6 August 2014
0 references
singular AR process
0 references
minimal norm solution
0 references
stationary process
0 references