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On the Identifiability of Minimal VARMA Representations.
- Source :
- Statistical Inference for Stochastic Processes; Jan1998, Vol. 1 Issue 1, p1-15, 15p
- Publication Year :
- 1998
-
Abstract
- By studying the geometry of relevant Hilbert spaces, we give a characterization of the identifiable standard representations of multivariate ARMA models in terms of the autocovariance function. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 13870874
- Volume :
- 1
- Issue :
- 1
- Database :
- Complementary Index
- Journal :
- Statistical Inference for Stochastic Processes
- Publication Type :
- Academic Journal
- Accession number :
- 49941442
- Full Text :
- https://doi.org/10.1023/A:1009955223247