SPECTRAL RADIUS, KRONECKER PRODUCTS AND STATIONARITY (Q4696583)
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scientific article; zbMATH DE number 221010
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| English | SPECTRAL RADIUS, KRONECKER PRODUCTS AND STATIONARITY |
scientific article; zbMATH DE number 221010 |
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SPECTRAL RADIUS, KRONECKER PRODUCTS AND STATIONARITY (English)
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29 June 1993
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Yule-Walker estimation procedure
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spectral radius
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square matrix
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Kronecker product
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stationarity
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bilinear model
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linear ARMA model
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subdiagonal model
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linear component models
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0.7403786182403564
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0.71799635887146
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0.7147682905197144
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0.710814356803894
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