A Short-Cut Derivation for the Solution of Autoregressive Models from Sharp Algebraic Arguments (Q4648657)

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scientific article; zbMATH DE number 6104766
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A Short-Cut Derivation for the Solution of Autoregressive Models from Sharp Algebraic Arguments
scientific article; zbMATH DE number 6104766

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    A Short-Cut Derivation for the Solution of Autoregressive Models from Sharp Algebraic Arguments (English)
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    12 November 2012
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    Drazin inverse
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    integrated solution
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    Laurent expansion
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    stationarity recovery
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    vector autoregressive model
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