Mixed Frequency Structured AR Model Identification
This paper is concerned with identifiability of an underlying high frequency multivariate stable singular AR system from mixed frequency observations. Such problems arise for instance in economics when some variables are observed monthly whereas others ar
|Collections||ANU Research Publications|
|Source:||2013 European Control Conference, ECC 2013|
|01_Zamani_Mixed_Frequency_Structured_AR_2013.pdf||317.38 kB||Adobe PDF|
Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.