AR systems and AR processes: the singular case (Q359813)
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scientific article; zbMATH DE number 6200916
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| default for all languages | No label defined |
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| English | AR systems and AR processes: the singular case |
scientific article; zbMATH DE number 6200916 |
Statements
AR systems and AR processes: the singular case (English)
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22 August 2013
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corresponding Yule-Walker equations
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singular case ar processes
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particular canonical form
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white noise innovation
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possible non-uniqueness
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dynamic factor analysis
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0.89879775
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0.87866116
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0.8786404
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0.8550498
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0.84699506
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0.8459065
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