Extended Yule-Walker identification of VARMA models with single- or mixed-frequency data (Q726604)

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Extended Yule-Walker identification of VARMA models with single- or mixed-frequency data
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    Extended Yule-Walker identification of VARMA models with single- or mixed-frequency data (English)
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    12 July 2016
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    block-Vandermonde eigenvectors of block-companion state-transition matrix of state-space representation
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    matrix spectral factorization
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