On the Identifiability of Minimal VARMA Representations

Alain Berlinet and Christian Francq

Statistical Inference for Stochastic Processes, 1998, vol. 1, issue 1, 15 pages

Keywords: Mathematics Subject Classification (1991): 62M10.; multivariate ARMA models; identifiability; identification. (search for similar items in EconPapers)
Date: 1998
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DOI: 10.1023/A:1009955223247

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