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.
Revue:
WSEAS Transactions on Mathematics

ISSN: 2224-2880 1109-2769

Année de publication: 2020

Volumen: 19

Pages: 1-10

Type: Article

DOI: 10.37394/23206.2020.19.1 GOOGLE SCHOLAR lock_openAccès ouvert editor