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

  1. Pestano-Gabino, C. 1
  2. González-Concepción, C. 1
  3. Gil-Fariña, M.C. 1
  1. 1 Universidad de La Laguna
    info

    Universidad de La Laguna

    San Cristobal de La Laguna, España

    ROR https://ror.org/01r9z8p25

Journal:
WSEAS Transactions on Mathematics

ISSN: 2224-2880

Year of publication: 2020

Volume: 19

Pages: 1-10

Type: Article

DOI: 10.37394/23206.2020.19.1 SCOPUS: 2-s2.0-85084395425 GOOGLE SCHOLAR lock_openOpen access editor
Data source: Scopus