We use information from higher order moments to achieve identification of non-Gaussian structural vector autoregressive moving average (SVARMA) models, possibly nonfundamental or noncausal, through a frequency domain criterion based on spectral densities. This allows us identify the location roots determinantal lag matrix polynomials and rotation model errors leading shocks up sign permutation....

the notion of vague ideals in pseudo mv-algebras is introduced,and several properties are investigated. conditions for a vague set to be avague ideal are provided. conditions for a vague ideal to be implicative aregiven. characterizations of (implicative, prime) vague ideals are discussed.the smallest vague ideal containing a given vague set is established. primeand implicative extension proper...

we prove that rs-bl-algebras are mv-algebras.

We describe n-generated free MV -algebras as MV-algebras having the lattice reduct which is a direct limit in the category of distributive lattices.

We provide a closed-form estimator based on the VARMA representation for the unrestricted multivariate GARCH(1,1). We show that all parameters can be derived using basic linear algebra tools. We show that the estimator is consistent and asymptotically normal distributed. Our results allow also to derive a closed form for the parameters in the context of temporal aggregation of multivariate GARC...