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Sylvester matrix and common factors in polynomial matrices
Wegge, Leon - 2007
With the coefficient matrices of the polynomial matrices replacing the scalar coefficients in the standard Sylvester matrix, common factors exist if and only if this (generalized) Sylvester matrix is singular and the coefficient matrices commute. If the coefficient matrices do not commute, a...
Persistent link: https://www.econbiz.de/10010266373
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Maximum Likelihood Estimation of a Noninvertible ARMA Model with Autoregressive Conditional Heteroskedasticity
Meitz, Mika; Saikkonen, Pentti - 2012
We consider maximum likelihood estimation of a particular noninvertible ARMA model with autoregressive conditionally …/or noninvertible ARMA models and all-pass models, our estimation theory does allow for Gaussian innovations. We give conditions under …
Persistent link: https://www.econbiz.de/10010500222