Multi-companion matrices

DOI10.1016/S0024-3795(01)00475-XMaRDI QIDQ92814zbMATH OpenFDO

Authors Georgi N. Boshnakov, Georgi N. Boshnakov

Publication date October 2002

Published in Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

continuous-time autoregressioneigenvaluesgeneralized eigenvectorsJordan decompositionmulti-companion matrices

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12) Eigenvalues, singular values, and eigenvectors (15A18) Hermitian, skew-Hermitian, and related matrices (15B57)

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Cites work

• scientific article; zbMATH DE number 3757565 (Why is no real title available?)
• scientific article; zbMATH DE number 41701 (Why is no real title available?)
• scientific article; zbMATH DE number 976336 (Why is no real title available?)
• scientific article; zbMATH DE number 1066360 (Why is no real title available?)
• scientific article; zbMATH DE number 802915 (Why is no real title available?)
• A note on limit theorems for multivariate martingales
• Inertia characteristics of self-adjoint matrix polynomials

Cited in

(7)

• Linear construction of companion matrices
• Specifying and estimating vector autoregressions using their eigensystem representation
• Singular value decomposition of multi-companion matrices
• mcompanion
• Periodic matrix difference equations and companion matrices in blocks: some applications
• Pentadiagonal companion matrices
• Generation Of Time Series Models With Given Spectral Properties

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Uses Software

• partsm

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