关于与有限矩阵协方差序列一致的向量 ARMA 模型
统计理论
2020-06-25 v3 统计理论
摘要
我们构建了所谓的“VARMA 协方差匹配问题”，并利用微分拓扑中的度理论证明了解的存在性。
引用
@article{arxiv.1708.04482,
title = {On Vector ARMA Models Consistent with a Finite Matrix Covariance Sequence},
author = {Bin Zhu},
journal= {arXiv preprint arXiv:1708.04482},
year = {2020}
}
备注
This is a topic that has been addressed before, and hence the novelty of this work is very limited