On Vector ARMA Models Consistent with a Finite Matrix Covariance Sequence

preprint2020arXivOpen access

Abstract

We formulate the so called "VARMA covariance matching problem" and demonstrate the existence of a solution using the degree theory from differential topology.

Explore this paper’s authors, topics and related work.

Building this map preview

BZPEER is loading the nearby papers, people, topics and institutions for this page.

Reviews 0

Write a reviewWrite

No reviews yet.

Discussion 0

Add a commentWrite

No comments yet.