Extended Yule-Walker identification of VARMA models with single- or mixed-frequency data (Q726604)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Extended Yule-Walker identification of VARMA models with single- or mixed-frequency data |
scientific article; zbMATH DE number 6603061
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Extended Yule-Walker identification of VARMA models with single- or mixed-frequency data |
scientific article; zbMATH DE number 6603061 |
Statements
Extended Yule-Walker identification of VARMA models with single- or mixed-frequency data (English)
0 references
12 July 2016
0 references
block-Vandermonde eigenvectors of block-companion state-transition matrix of state-space representation
0 references
matrix spectral factorization
0 references
0.7871301770210266
0 references
0.7714495658874512
0 references
0.7619646787643433
0 references
0.7419975399971008
0 references
0.7407243251800537
0 references
