On the identification of ARMA echelon-form models (Q4036388)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the identification of ARMA echelon-form models |
scientific article |
Statements
On the identification of ARMA echelon-form models (English)
0 references
16 May 1993
0 references
multivariate autoregressive moving average echelon-form models
0 references
identification procedure
0 references
linear dependence
0 references
Hankel matrix of serial correlations
0 references
finite linear combination of independent chi-square random variables
0 references
specification error
0 references
canonical analysis
0 references
simulation
0 references
graphical representation
0 references
dynamic structure of ARMA models
0 references
0 references
