In the present article, we are interested in the identification of canonical ARMA echelon form models represented in a ``refined'' form. An identification procedure for such models is given by Tsay (J. Time Ser. Anal. 10 (1989), 357 372). This procedure is based on the theory of canonical analysis.
โฆ LIBER โฆ
Identification of multivariate ARMA models
โ Scribed by Guibin Li
- Publisher
- Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
- Year
- 1996
- Tongue
- English
- Weight
- 636 KB
- Volume
- 12
- Category
- Article
- ISSN
- 0168-9673
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