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Identifiability conditions for Generalised STARMA models

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  • Giuseppina Guagnano
  • Silvia Terzi

Abstract

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Suggested Citation

  • Giuseppina Guagnano & Silvia Terzi, 1997. "Identifiability conditions for Generalised STARMA models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 6(3), pages 245-255, December.
    • Handle: RePEc:spr:stmapp:v:6:y:1997:i:3:p:245-255
    DOI: 10.1007/BF03178915
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    References listed on IDEAS

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    1. Hannan, E J, 1971. "The Identification Problem for Multiple Equation Systems with Moving Average Errors," Econometrica, Econometric Society, vol. 39(5), pages 751-765, September.
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    Cited by:

    1. Valter Di Giacinto, 2006. "A Generalized Space-Time ARMA Model with an Application to Regional Unemployment Analysis in Italy," International Regional Science Review, , vol. 29(2), pages 159-198, April.

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