Autoregressive models of singular spectral matrices
From MaRDI portal
Publication:694820
DOI10.1016/J.AUTOMATICA.2012.05.047zbMATH Open1252.93117OpenAlexW2115912645WikidataQ30457577 ScholiaQ30457577MaRDI QIDQ694820FDOQ694820
Authors: Brian D. O. Anderson, Manfred Deistler, Weitian Chen, Alexander Filler 
Publication date: 13 December 2012
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2012.05.047
Recommendations
Canonical structure (93B10) Eigenvalue problems (93B60) Stochastic systems in control theory (general) (93E03)
Cites Work
- Forecasting Using Principal Components From a Large Number of Predictors
- Title not available (Why is that?)
- Title not available (Why is that?)
- Fast projection methods for minimal design problems in linear system theory
- Linear multivariable systems
- Generalized linear dynamic factor models: an approach via singular autoregressions
- ARMA models, their Kronecker indices and their McMillan degree
- Properties of the parametrization of monic ARMA systems
Cited In (9)
- (Generalised) autoregressive models and their trajectories
- First-order autoregressive models: A method for obtaining eigenvalues for weighting matrices
- Spectral Factorization of Rank-Deficient Rational Densities
- The structure of multivariate AR and ARMA systems: regular and singular systems; the single and the mixed frequency case
- Prediction of singular VARs and an application to generalized dynamic factor models
- Identifiability of structural singular vector autoregressive models
- Cointegration in singular ARMA models
- Singular arma systems: a structure theory
- Matrix representations of spectral coefficients of randomly sampled ARMA models
This page was built for publication: Autoregressive models of singular spectral matrices
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q694820)
