The structure of multivariate AR and ARMA systems: regular and singular systems the single -- and the mixed frequency case

MaRDI QIDQ5149192zbMATH OpenFDO

Authors Manfred Deistler, Elisabeth Felsenstein, Lukas Koelbl, Brian D. O. Anderson

Publication date 6 February 2021

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

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• Singular arma systems: a structure theory

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