A note on the initial identification of scalar component models

DOI10.1007/S11075-011-9462-9MaRDI QIDQ645034zbMATH OpenOpenAlexFDO

Authors Celina Pestano-Gabino, Concepción González-Concepción, María Candelaria Gil-Fariña

Publication date 8 November 2011

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11075-011-9462-9

zbMATH Keywords

SCMVARMA modelscorank and rank tablesidentification stagesure overall ordersmatrix Padé approximation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• scientific article; zbMATH DE number 4135256 (Why is no real title available?)
• scientific article; zbMATH DE number 775736 (Why is no real title available?)
• A complete VARMA modelling methodology based on scalar components
• Elements of multivariate time series analysis.
• Linear algebra, rational approximation and orthogonal polynomials
• Rationality, minimality and uniqueness of representation of matrix formal power series

Cited in

(1)

• A type of matrix Padé approximant inspired by scalar component models

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