On the Identifiability of Minimal VARMA Representations
Year of publication: |
1998
|
---|---|
Authors: | Berlinet, Alain ; Francq, Christian |
Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 1.1998, 1, p. 1-15
|
Publisher: |
Springer |
Subject: | Mathematics Subject Classification (1991): 62M10. | multivariate ARMA models | identifiability | identification |
-
Parameter identifiability for heat conduction with a boundary input
Gutman, Semion, (2009)
-
The Spectral Representation of Markov-Switching Arma Models
Pataracchia, Beatrice, (2008)
-
Bayesian Exploratory Factor Analysis
Conti, Gabriella, (2014)
- More ...
-
Convergence de l'Institut de Statistique de l'Université de Paris
Berlinet, Alain, (1981)
-
A comparison of kernel density estimates
Berlinet, Alain, (1994)
-
Reproducing Kernel Hilbert Spaces in Probability and Statistics
Berlinet, Alain, (2004)
- More ...