AR systems and AR processes: the singular case (Q359813)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | AR systems and AR processes: the singular case |
scientific article |
Statements
AR systems and AR processes: the singular case (English)
0 references
22 August 2013
0 references
corresponding Yule-Walker equations
0 references
singular case ar processes
0 references
particular canonical form
0 references
white noise innovation
0 references
possible non-uniqueness
0 references
dynamic factor analysis
0 references