State space models on special manifolds
نویسندگان
چکیده
منابع مشابه
On State Space Representations of Ar-models
A state space representation of a (singular) AR-model is defined. It is shown, in particular, that this representation determines the model uniquely up to an isomorphism and respects its behavior. An explicit construction is presented for a ”standard” AR-model.
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2006
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2006.03.002