Skip navigation
Skip navigation

Mixed Frequency Structured AR Model Identification

Zamani, Mohsen; Felsenstein, Elisabeth; Anderson, Brian; Deistler, Manfred


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

CollectionsANU Research Publications
Date published: 2013
Type: Conference paper
Source: 2013 European Control Conference, ECC 2013


File Description SizeFormat Image
01_Zamani_Mixed_Frequency_Structured_AR_2013.pdf317.38 kBAdobe PDF

Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  20 July 2017/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator