On the identifiability of minimal VARMA representations

DOI10.1023/A:1009955223247zbMATH Open0919.62103OpenAlexW2592628873MaRDI QIDQ1281920FDOQ1281920

Authors: C. Francq, Alain Berlinet 

Publication date: 16 August 1999

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1009955223247

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zbMATH Keywords

identificationidentifiabilitymultivariate ARMA modelsminimal orders

Mathematics Subject Classification ID

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

Cited In (4)

• VARMA representation of DSGE models
• Title not available (Why is that?)
• Identifiability and minimality in rational models
• Identifiability conditions for generalised STARMA models

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