Identifiability of regular and singular multivariate autoregressive models from mixed frequency data

Brian D. O. Anderson, Manfred Deistler, Elisabeth Felsenstein, Bernd Funovits, Peter A. Zadrozny, Michael Eichler, Weitian Chen, Mohsen Zamani. Identifiability of regular and singular multivariate autoregressive models from mixed frequency data. In Proceedings of the 51th IEEE Conference on Decision and Control, CDC 2012, December 10-13, 2012, Maui, HI, USA. pages 184-189, IEEE, 2012. [doi]

Abstract

Abstract is missing.