Browsing Acta Universitatis Lodziensis. Folia Oeconomica nr 141/1997 by Author "Gabino, Pestano"

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    • Characterization o f the orders in VARMA models 

      Gabino, Pestano; Gonzáles Concepcion-Concepcion, Celina (Wydawnictwo Uniwersytetu Łódzkiego, 1997)
      In tins paper we present a method which is able to identify the degrees of the matrix polynomials that are involved in the VARMA models. This method is based on the difference between the ranks of certain matrices defined ...