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  • Acta Universitatis Lodziensis. Folia Oeconomica
  • Acta Universitatis Lodziensis. Folia Oeconomica nr 141/1997
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  • Acta Universitatis Lodziensis. Folia Oeconomica
  • Acta Universitatis Lodziensis. Folia Oeconomica nr 141/1997
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Gabino, Pestano (1)
Gonzáles Concepcion-Concepcion, Celina (1)Subjectmatrix of plynomials (1)ranks method (1)rational representation (1)VARMA models (1)... View MoreDate Issued1997 (1)Has File(s)Yes (1)

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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 ...

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