Constrained Estimation of Causal Invertible VARMA (Q4626700)
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scientific article; zbMATH DE number 7030932
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constrained Estimation of Causal Invertible VARMA |
scientific article; zbMATH DE number 7030932 |
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Constrained Estimation of Causal Invertible VARMA (English)
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28 February 2019
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block Toeplitz matrix
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constrained estimation
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reparameterization
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Schur stability
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parameter estimation
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