A note on the initial identification of scalar component models

DOI10.1007/S11075-011-9462-9zbMATH Open1227.62071OpenAlexW2132621858MaRDI QIDQ645034FDOQ645034

Authors: Celina Pestano-Gabino, Concepción González-Concepción, María Candelaria Gil-Fariña 

Publication date: 8 November 2011

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-011-9462-9

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zbMATH Keywords

SCMVARMA modelscorank and rank tablesidentification stagesure overall ordersmatrix Padé approximation

Mathematics Subject Classification ID

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

Cites Work

• Elements of multivariate time series analysis.
• Title not available (Why is that?)
• A complete VARMA modelling methodology based on scalar components
• Title not available (Why is that?)
• Rationality, minimality and uniqueness of representation of matrix formal power series
• Linear algebra, rational approximation and orthogonal polynomials

Cited In (1)

• A type of matrix Padé approximant inspired by scalar component models

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