Nsiri, Saïd; Roy, Roch - In: Journal of Multivariate Analysis 56 (1996) 2, pp. 207-231
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....