| dc.contributor.author | Gabino, Pestano | |
| dc.contributor.author | Gonzáles Concepcion-Concepcion, Celina | |
| dc.date.accessioned | 2015-01-20T20:09:21Z | |
| dc.date.available | 2015-01-20T20:09:21Z | |
| dc.date.issued | 1997 | |
| dc.identifier.issn | 0208-6018 | |
| dc.identifier.uri | http://hdl.handle.net/11089/6260 | |
| dc.description.abstract | In tins paper we present a method which is able to identify the degrees
of the matrix polynomials that are involved in the VARMA models. This method is
based on the difference between the ranks of certain matrices defined from the sample
covariance matrices of the process. The values of the mentioned difference are arranged
in tabular from. The specific structure of this table lets us characterize a VARMA
(p, q) model.
We study the relative significance of certain elements to confirm the used pattern.
The proposed procedure is illustrated by data simulations. | pl_PL |
| dc.description.sponsorship | Zadanie pt. „Digitalizacja i udostępnienie w Cyfrowym Repozytorium Uniwersytetu Łódzkiego kolekcji czasopism naukowych wydawanych przez Uniwersytet Łódzki” nr 885/P-DUN/2014 dofinansowane zostało ze środków MNiSW w ramach działalności upowszechniającej naukę. | pl_PL |
| dc.language.iso | en | pl_PL |
| dc.publisher | Wydawnictwo Uniwersytetu Łódzkiego | pl_PL |
| dc.relation.ispartofseries | Acta Universitatis Lodziensis. Folia Oeconomica;Nr 141/1997 | |
| dc.subject | VARMA models | pl_PL |
| dc.subject | matrix of plynomials | pl_PL |
| dc.subject | ranks method | pl_PL |
| dc.subject | rational representation | pl_PL |
| dc.title | Characterization o f the orders in VARMA models | pl_PL |
| dc.title.alternative | Charakterystyka uporządkowania w modelach VARMA | pl_PL |
| dc.type | Article | pl_PL |
| dc.page.number | 101-109 | pl_PL |
| dc.contributor.authorAffiliation | University of La Laguna, Department of Applied Economics | pl_PL |
