An algebraic analysis using Matrix Padé Approximation to improve the choice of certain parameter in Scalar Component Models
AbstractThis paper presents an algebraic analysis using Matrix Padé Aproximation to improve the identification stage of the proposal in  on Scalar Component Models, specifically as it refers to the choice of a parameter they denote h. The original methodology in  is based on the construction and interpretation of a table whose elements are related to the singular value zero of certain relevant matrices in the process. We propose the alternative use of what we call a Ranks Table and the sure overall orders concept instead of the so-called overall orders. Ranks Table information allows for the improved interpretation and implication of the results and of potential computational and statistical properties.
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Bibliographic InfoPaper provided by Universidad Carlos III, Departamento de Estadística y Econometría in its series Statistics and Econometrics Working Papers with number ws100803.
Date of creation: Feb 2010
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VARMA models; Scalar Component Models (SCM); Identification Stage; Sure overall orders; Corank and Rank Tables; Matrix Padé Approximation;
This paper has been announced in the following NEP Reports:
- NEP-ALL-2010-04-17 (All new papers)
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