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On the Identifiability of Minimal VARMA Representations

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  • Alain Berlinet
  • Christian Francq

Abstract

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Suggested Citation

  • Alain Berlinet & Christian Francq, 1998. "On the Identifiability of Minimal VARMA Representations," Statistical Inference for Stochastic Processes, Springer, vol. 1(1), pages 1-15, January.
    • Handle: RePEc:spr:sistpr:v:1:y:1998:i:1:p:1-15
    DOI: 10.1023/A:1009955223247
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    References listed on IDEAS

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    1. Deistler, Manfred & Schrader, Jurgen, 1979. "Linear Models with Autocorrelated Errors: Structural Identifiability in the Absence of Minimality Assumptions," Econometrica, Econometric Society, vol. 47(2), pages 495-504, March.
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    Cited by:

    1. Mélard, Guy, 2022. "An indirect proof for the asymptotic properties of VARMA model estimators," Econometrics and Statistics, Elsevier, vol. 21(C), pages 96-111.
    2. Guy Melard, 2020. "An Indirect Proof for the Asymptotic Properties of VARMA Model Estimators," Working Papers ECARES 2020-10, ULB -- Universite Libre de Bruxelles.

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