From time series to linear system. I: Finite dimensional linear time invariant systems

DOI10.1016/0005-1098(86)90066-XzbMath0604.62090MaRDI QIDQ1083165

Publication date: 1986

Published in: Automatica (Search for Journal in Brave)

shift invariant; characterization; dynamical system; topology of pointwise convergence; state space models; vector time series; discrete-time, linear, time- invariant finite-dimensional system; matrix polynomial equations

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

93A05: Axiomatic systems theory

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