arma representations Latest Research Papers

The log-GARCH model via ARMA representations

Financial Mathematics, Volatility and Covariance Modelling ◽

10.4324/9781315162737-14 ◽

2019 ◽

pp. 336-359

Author(s):

Genaro Sucarrat

Keyword(s):

Garch Model ◽

Arma Representations

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Reachability of discrete time ARMA representations

IMA Journal of Mathematical Control and Information ◽

10.1093/imamci/dnw016 ◽

2016 ◽

pp. dnw016 ◽

Cited By ~ 2

Author(s):

Lazaros Moysis ◽

Nicholas P. Karampetakis

Keyword(s):

Discrete Time ◽

Arma Representations

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Reachability of discrete time causal ARMA representations

2016 24th Mediterranean Conference on Control and Automation (MED) ◽

10.1109/med.2016.7535857 ◽

2016 ◽

Author(s):

Lazaros Moysis ◽

Nicholas P. Karampetakis

Keyword(s):

Discrete Time ◽

Arma Representations

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Modeling of Stationary Periodic Time Series by ARMA Representations

Optimization and Its Applications in Control and Data Sciences - Springer Optimization and Its Applications ◽

10.1007/978-3-319-42056-1_9 ◽

2016 ◽

pp. 281-314 ◽

Cited By ~ 3

Author(s):

Anders Lindquist ◽

Giorgio Picci

Keyword(s):

Time Series ◽

Periodic Time Series ◽

Arma Representations

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On the fundamental matrix of the inverse of a polynomial matrix and applications to ARMA representations

Linear Algebra and its Applications ◽

10.1016/j.laa.2009.07.017 ◽

2009 ◽

Vol 431 (11) ◽

pp. 2261-2276 ◽

Cited By ~ 4

Author(s):

N.P. Karampetakis ◽

S. Vologiannidis

Keyword(s):

Fundamental Matrix ◽

Polynomial Matrix ◽

Arma Representations

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Stochastic identification of crsd models from arma representations or covariances

Analysis and Optimization of Systems - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0006293 ◽

2005 ◽

pp. 294-308

Author(s):

Fabrice J. Clara ◽

Leonard M. Silverman

Keyword(s):

Stochastic Identification ◽

Arma Representations

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Solution of discrete ARMA-representations via MAPLE

Applied Mathematics and Computation ◽

10.1016/s0096-3003(02)00210-2 ◽

2003 ◽

Vol 139 (2-3) ◽

pp. 437-489 ◽

Cited By ~ 3

Author(s):

J. Jones ◽

N.P. Karampetakis ◽

A.C. Pugh

Keyword(s):

Arma Representations

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Forward, backward, and symmetric solutions of discrete ARMA representations

Circuits Systems and Signal Processing ◽

10.1007/bf01204924 ◽

2001 ◽

Vol 20 (1) ◽

pp. 89-109 ◽

Cited By ~ 9

Author(s):

N. P. Karampetakis ◽

J. Jones ◽

E. N. Antoniou

Keyword(s):

Arma Representations

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Forward, backward and symmetric solutions of discrete time ARMA-representations

1997 European Control Conference (ECC) ◽

10.23919/ecc.1997.7082081 ◽

1997 ◽

Author(s):

N. P. Karampetakis ◽

J. Jones ◽

S. Antoniou

Keyword(s):

Discrete Time ◽

Arma Representations

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Closed subspaces, polynomial operators in the shift, and ARMA representations

Applied Mathematics Letters ◽

10.1016/0893-9659(91)90025-q ◽

1991 ◽

Vol 4 (3) ◽

pp. 15-19 ◽

Cited By ~ 8

Author(s):

J. Komornik ◽

P. Rocha ◽

J.C. Willems

Keyword(s):

Polynomial Operators ◽

Arma Representations

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arma representations
Recently Published Documents

TOTAL DOCUMENTS

H-INDEX

The log-GARCH model via ARMA representations

Reachability of discrete time ARMA representations

Reachability of discrete time causal ARMA representations

Modeling of Stationary Periodic Time Series by ARMA Representations

On the fundamental matrix of the inverse of a polynomial matrix and applications to ARMA representations

Stochastic identification of crsd models from arma representations or covariances

Solution of discrete ARMA-representations via MAPLE

Forward, backward, and symmetric solutions of discrete ARMA representations

Forward, backward and symmetric solutions of discrete time ARMA-representations

Closed subspaces, polynomial operators in the shift, and ARMA representations

Export Citation Format

arma representationsRecently Published Documents

TOTAL DOCUMENTS

H-INDEX

The log-GARCH model via ARMA representations

Reachability of discrete time ARMA representations

Reachability of discrete time causal ARMA representations

Modeling of Stationary Periodic Time Series by ARMA Representations

On the fundamental matrix of the inverse of a polynomial matrix and applications to ARMA representations

Stochastic identification of crsd models from arma representations or covariances

Solution of discrete ARMA-representations via MAPLE

Forward, backward, and symmetric solutions of discrete ARMA representations

Forward, backward and symmetric solutions of discrete time ARMA-representations

Closed subspaces, polynomial operators in the shift, and ARMA representations

arma representations
Recently Published Documents