Identification of Vector Autoregressive Models with Granger and Stability Constraints

Bogdan Dumitrescu, Ciprian Doru Giurcaneanu, Yixia Ding. Identification of Vector Autoregressive Models with Granger and Stability Constraints. In 27th European Signal Processing Conference, EUSIPCO 2019, A Coruña, Spain, September 2-6, 2019. pages 1-5, IEEE, 2019. [doi]

Authors

Bogdan Dumitrescu

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Ciprian Doru Giurcaneanu

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Yixia Ding

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