The influence of covariance Hankel matrix dimension on algorithms for VARMA models

  1. Pestano-Gabino, C.
  2. González-Concepción, C.
  3. Gil-Fariña, M.C.
Journal:
WSEAS Transactions on Mathematics

ISSN: 2224-2880,  1109-2769

Year of publication: 2020

Volume: 19

Pages: 1-10

Type: Article

DOI: 10.37394/23206.2020.19.1 GOOGLE SCHOLAR lock_openOpen access editor
Data source: Scopus