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On the closure of several sets of ARMA and linear state space models with a given structure

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  • Hanzon, B.

    (Vrije Universiteit Amsterdam, Faculteit der Economische Wetenschappen en Econometrie (Free University Amsterdam, Faculty of Economics Sciences, Business Administration and Economitrics)

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  • Hanzon, B., 1991. "On the closure of several sets of ARMA and linear state space models with a given structure," Serie Research Memoranda 0018, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    • Handle: RePEc:vua:wpaper:1991-18
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    File URL: http://degree.ubvu.vu.nl/repec/vua/wpaper/pdf/19910018.pdf
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    References listed on IDEAS

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    1. Deistler, M. & Hannan, E. J., 1981. "Some properties of the parameterization of ARMA systems with unknown order," Journal of Multivariate Analysis, Elsevier, vol. 11(4), pages 474-484, December.
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