scientific article; zbMATH DE number 4111699

MaRDI QIDQ3834796zbMATH OpenFDO

Authors Shuyuan He

Publication date 1988

zbMATH Keywords

covariance functionsidentifiabilitymultivariate ARMA model

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) General second-order stochastic processes (60G12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(8)

• On the identifiability of minimal VARMA representations
• Identification of multivariate ARMA models
• On identifiability for multidimensional ARMAX model
• scientific article; zbMATH DE number 3871165 (Why is no real title available?)
• A NOTE ON ARMA PARAMETERISATION*
• Identifiability conditions for generalised STARMA models
• The structure of multivariate AR and ARMA systems: regular and singular systems the single -- and the mixed frequency case
• Uniquely identifiable state-space and ARMA parametrizations for multivariable linear systems

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