On the identifiability of minimal VARMA representations

DOI10.1023/A:1009955223247MaRDI QIDQ1281920zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

identificationidentifiabilitymultivariate ARMA modelsminimal orders

Mathematics Subject Classification ID

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

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