Accession Number : ADA187394

Title :   Identifiability of Multivariate ARMA Models,

Corporate Author : MARYLAND UNIV COLLEGE PARK

Personal Author(s) : He, Shuyuan

PDF Url : ADA187394

Report Date : Sep 1987

Pagination or Media Count : 19

Abstract : This paper proved that multivariate ARMA models are identifiable. Some properties of Multivariate ARMA models were given. Keywords: Matrix coefficient polynomials; Stationary; Holomorphic; White noise.

Descriptors :   *MULTIVARIATE ANALYSIS, *MATHEMATICAL MODELS, WHITE NOISE, STATIONARY, POLYNOMIALS, COEFFICIENTS, MATRICES(MATHEMATICS)

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE