The Factorization of Matricial Spectral Densities
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Cited in
(39)- Implementing the Iakoubovski-Merino spectral factorization algorithm using state-space methods
- Efficient algorithm for matrix spectral factorization
- Multivariate time series analysis with state space models
- A convergence theorem for spectral factorization
- Frequency domain inference for univariate impulse responses
- The value of sharing disaggregated information in supply chains
- On spectral density of Neumann matrices
- The Ehrlich-Aberth method for palindromic matrix polynomials represented in the Dickson basis
- Partial directed coherence: twenty years on some history and an appraisal
- Investor attention and the carbon emission markets in China: a nonparametric wavelet-based causality test
- A nonparametric efficient evaluation of partial directed coherence
- The spectral density of a product of spectral projections
- Optimal correction of an indefinite estimated MA spectral density matrix
- Factorization of moving-average spectral densities by state-space representations and stacking
- Multivariate conditional Granger causality analysis for lagged response of soil respiration in a temperate forest
- A weak approximation for the Wiener–Hopf factorization
- Multivariate Granger causality: an estimation framework based on factorization of the spectral density matrix
- A numerical method for factorizing the rational spectral density matrix
- ON THE IDENTIFICATION AND ESTIMATION OF NONSTATIONARY AND COINTEGRATED ARMAX SYSTEMS
- scientific article; zbMATH DE number 5305581 (Why is no real title available?)
- Solving polynomial eigenvalue problems by means of the Ehrlich-Aberth method
- Spectral characterization of the Wold–Zasuhin decomposition and prediction-error operator
- An Iterative Method for Matrix Spectral Factorization
- scientific article; zbMATH DE number 3521438 (Why is no real title available?)
- Second-order convergent algorithms for the steady-state Riccati equation†
- Stable spectral factorization with applications to the estimation of time series models
- Statistical analysis of single-trial Granger causality spectra
- CHECKING STATIONARITY AND INVERTIBILITY IN TIME SERIES MODELS—FINDING THE INVERTIBLE FORM IN THE VECTOR CASE
- scientific article; zbMATH DE number 6178415 (Why is no real title available?)
- Spectral methods for small sample time series: A complete periodogram approach
- Optimal input design for system identification using spectral decomposition
- On the generation of all spectral factors (Corresp.)
- Infinite-horizon risk-sensitive performance criteria for translation invariant networks of linear quantum stochastic systems
- Discrete J-spectral factorization.
- On the spectral factorization of singular, noisy, and large matrices by Janashia-Lagvilava method
- A prediction perspective on the Wiener–Hopf equations for time series
- State-space computation of quadratic-exponential functional rates for linear quantum stochastic systems
- Matrix spectral factorization for SA4 multiwavelet
- On the first degree Fejér-Riesz factorization and its applications to \(X+A^{\ast}X^{-1}A=Q\)
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