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Mixed Frequency Structured AR Model Identification

Date

2013

Authors

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

Journal Title

Journal ISSN

Volume Title

Publisher

Conference Organising Committee

Abstract

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

Description

Keywords

Citation

Source

2013 European Control Conference, ECC 2013

Type

Conference paper

Book Title

Entity type

Access Statement

Open Access

License Rights

DOI

Restricted until