Enforcing solvability of a nonlinear matrix equation and estimation of multivariate ARMA time series

Brüll, Tobias; Poloni, Federico; Sbrana, Giacomo; Schröder, Christian

by Tobias Brüll, Federico Poloni, Giacomo Sbrana, Christian Schröder

Reference:

Enforcing solvability of a nonlinear matrix equation and estimation of multivariate ARMA time series (Tobias Brüll, Federico Poloni, Giacomo Sbrana, Christian Schröder), Technical report Matheon Preprint \#1027, DFG-Forschungszentrum Matheon, 2013.

Bibtex Entry:

@TECHREPORT{BruPSS13_ppt,
 author = {Br{\"u}ll, Tobias and Poloni, Federico and Sbrana, Giacomo and Schr{\"o}der, Christian},
 title = {Enforcing solvability of a nonlinear matrix equation and estimation of multivariate {ARMA} time series},
 institution = {DFG-Forschungszentrum Matheon},
 NUMBER = {Matheon Preprint \#1027},
 YEAR = {2013},
 URL = {http://nbn-resolving.de/urn:nbn:de:0296-matheon-12409},
 pdf={files2/BruPSS13_preprint.pdf},
}