Identifiability of structural singular vector autoregressive models
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Publication:5001027
DOI10.1111/jtsa.12576zbMath1469.62336arXiv1910.04096OpenAlexW2979925231MaRDI QIDQ5001027
Alexander Braumann, Bernd Funovits
Publication date: 16 July 2021
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1910.04096
Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Time series analysis of dynamical systems (37M10)
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