Matches in SemOpenAlex for { <https://semopenalex.org/work/W1976698383> ?p ?o ?g. }
Showing items 1 to 98 of
98
with 100 items per page.
- W1976698383 abstract "In the state-space approach to modeling vector-valued time series, obtaining a stochastic process model from a given autocovariance model requires an algebraic Riccati equation to be solved for the state-vector covariance matrix. This Riccati equation fails to have a positive definite solution for all cases where the Fourier transform of the sequence defined by the covariance model is not positive semidefinite. Such cases occur frequently in empirical work. The procedure presented in this paper overcomes this problem by showing how to modify the covariance model in such a way that the Riccati equation has a positive definite solution. An attractive feature of this procedure is that the value of the zero-lag autocovariance matrix of the modified covariance model is constrained to equal the unconditional error sum of squares of the data. An empirical example illustrating the performance of the algorithm is provided." @default.
- W1976698383 created "2016-06-24" @default.
- W1976698383 creator A5057764481 @default.
- W1976698383 creator A5085460071 @default.
- W1976698383 date "1993-05-01" @default.
- W1976698383 modified "2023-09-27" @default.
- W1976698383 title "A solution to the positivity problem in the state-space approach to modeling vector-valued time series" @default.
- W1976698383 cites W1551176562 @default.
- W1976698383 cites W2043082496 @default.
- W1976698383 cites W2053355981 @default.
- W1976698383 cites W2054424100 @default.
- W1976698383 cites W2058049057 @default.
- W1976698383 cites W2128804682 @default.
- W1976698383 doi "https://doi.org/10.1016/0165-1889(93)90004-c" @default.
- W1976698383 hasPublicationYear "1993" @default.
- W1976698383 type Work @default.
- W1976698383 sameAs 1976698383 @default.
- W1976698383 citedByCount "22" @default.
- W1976698383 countsByYear W19766983832012 @default.
- W1976698383 countsByYear W19766983832017 @default.
- W1976698383 countsByYear W19766983832018 @default.
- W1976698383 countsByYear W19766983832020 @default.
- W1976698383 crossrefType "journal-article" @default.
- W1976698383 hasAuthorship W1976698383A5057764481 @default.
- W1976698383 hasAuthorship W1976698383A5085460071 @default.
- W1976698383 hasConcept C102519508 @default.
- W1976698383 hasConcept C105795698 @default.
- W1976698383 hasConcept C11413529 @default.
- W1976698383 hasConcept C121332964 @default.
- W1976698383 hasConcept C126255220 @default.
- W1976698383 hasConcept C134306372 @default.
- W1976698383 hasConcept C13847129 @default.
- W1976698383 hasConcept C143724316 @default.
- W1976698383 hasConcept C151730666 @default.
- W1976698383 hasConcept C158693339 @default.
- W1976698383 hasConcept C178650346 @default.
- W1976698383 hasConcept C185142706 @default.
- W1976698383 hasConcept C2777798563 @default.
- W1976698383 hasConcept C28826006 @default.
- W1976698383 hasConcept C33923547 @default.
- W1976698383 hasConcept C45473103 @default.
- W1976698383 hasConcept C49712288 @default.
- W1976698383 hasConcept C52918065 @default.
- W1976698383 hasConcept C62520636 @default.
- W1976698383 hasConcept C74650414 @default.
- W1976698383 hasConcept C78045399 @default.
- W1976698383 hasConcept C86803240 @default.
- W1976698383 hasConcept C88271906 @default.
- W1976698383 hasConceptScore W1976698383C102519508 @default.
- W1976698383 hasConceptScore W1976698383C105795698 @default.
- W1976698383 hasConceptScore W1976698383C11413529 @default.
- W1976698383 hasConceptScore W1976698383C121332964 @default.
- W1976698383 hasConceptScore W1976698383C126255220 @default.
- W1976698383 hasConceptScore W1976698383C134306372 @default.
- W1976698383 hasConceptScore W1976698383C13847129 @default.
- W1976698383 hasConceptScore W1976698383C143724316 @default.
- W1976698383 hasConceptScore W1976698383C151730666 @default.
- W1976698383 hasConceptScore W1976698383C158693339 @default.
- W1976698383 hasConceptScore W1976698383C178650346 @default.
- W1976698383 hasConceptScore W1976698383C185142706 @default.
- W1976698383 hasConceptScore W1976698383C2777798563 @default.
- W1976698383 hasConceptScore W1976698383C28826006 @default.
- W1976698383 hasConceptScore W1976698383C33923547 @default.
- W1976698383 hasConceptScore W1976698383C45473103 @default.
- W1976698383 hasConceptScore W1976698383C49712288 @default.
- W1976698383 hasConceptScore W1976698383C52918065 @default.
- W1976698383 hasConceptScore W1976698383C62520636 @default.
- W1976698383 hasConceptScore W1976698383C74650414 @default.
- W1976698383 hasConceptScore W1976698383C78045399 @default.
- W1976698383 hasConceptScore W1976698383C86803240 @default.
- W1976698383 hasConceptScore W1976698383C88271906 @default.
- W1976698383 hasLocation W19766983831 @default.
- W1976698383 hasOpenAccess W1976698383 @default.
- W1976698383 hasPrimaryLocation W19766983831 @default.
- W1976698383 hasRelatedWork W149300422 @default.
- W1976698383 hasRelatedWork W1980822517 @default.
- W1976698383 hasRelatedWork W1985071340 @default.
- W1976698383 hasRelatedWork W1986803336 @default.
- W1976698383 hasRelatedWork W2015835095 @default.
- W1976698383 hasRelatedWork W2058518251 @default.
- W1976698383 hasRelatedWork W2079665343 @default.
- W1976698383 hasRelatedWork W2082979114 @default.
- W1976698383 hasRelatedWork W2091538160 @default.
- W1976698383 hasRelatedWork W2113313228 @default.
- W1976698383 hasRelatedWork W2130212796 @default.
- W1976698383 hasRelatedWork W2141601259 @default.
- W1976698383 hasRelatedWork W2169655516 @default.
- W1976698383 hasRelatedWork W2261442997 @default.
- W1976698383 hasRelatedWork W2784871382 @default.
- W1976698383 hasRelatedWork W3002359752 @default.
- W1976698383 hasRelatedWork W3054613283 @default.
- W1976698383 hasRelatedWork W588139629 @default.
- W1976698383 hasRelatedWork W997137459 @default.
- W1976698383 hasRelatedWork W2097391142 @default.
- W1976698383 isParatext "false" @default.
- W1976698383 isRetracted "false" @default.
- W1976698383 magId "1976698383" @default.
- W1976698383 workType "article" @default.