Arbeitspapier
Efficient computation of zeros of the moving average operator with real matricial coefficients
This paper proposes a computationally efficient procedure for evaluating the zeros of the vector moving average operator whose coefficients are matrices. A feature of the proposed method is that it is not necessary to explicitly construct the determinantal equation from a given moving average operator in order to evaluate its zeros. Application of the procedure is illustrated and numerical examples are provided to demonstrate the relative computational accuracy of the suggested method.
- Language
-
Englisch
- Bibliographic citation
-
Series: SFB 373 Discussion Paper ; No. 1998,46
- Classification
-
Wirtschaft
- Event
-
Geistige Schöpfung
- (who)
-
Salau, M. O.
- Event
-
Veröffentlichung
- (who)
-
Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
- (where)
-
Berlin
- (when)
-
1998
- Handle
- URN
-
urn:nbn:de:kobv:11-10056993
- Last update
-
10.03.2025, 11:42 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Salau, M. O.
- Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
Time of origin
- 1998
Other Objects (12)
Efficient Computation of Zeros of the Moving Average Operator with Real Matricial Coefficients
CARMA models with random coefficients and inference for renewal sampled Lévy driven moving average processes
Moving Sum versus Exponentially Weighted Moving Average Tests
Social class as a moving average
Time frequency autoregressive moving average modeling
Computation of reflection coefficients for layered media
Known Moving-Average Transformations and Autoregressive Processes
Moving-Average Transformations in Classical Linear Models
Testing for fundamental vector moving average representations
Spatial autoregressive fractionally integrated moving average model
A Dynamic Analysis of Moving Average Rules
Moving-Average approximations of random epsilon-correlated processes
Efficient Computation of Zeros of the Moving Average Operator with Real Matricial Coefficients
CARMA models with random coefficients and inference for renewal sampled Lévy driven moving average processes
Moving Sum versus Exponentially Weighted Moving Average Tests
Social class as a moving average
Time frequency autoregressive moving average modeling
Computation of reflection coefficients for layered media
Known Moving-Average Transformations and Autoregressive Processes
Moving-Average Transformations in Classical Linear Models
Testing for fundamental vector moving average representations
Spatial autoregressive fractionally integrated moving average model
A Dynamic Analysis of Moving Average Rules
Moving-Average approximations of random epsilon-correlated processes
Efficient Computation of Zeros of the Moving Average Operator with Real Matricial Coefficients
CARMA models with random coefficients and inference for renewal sampled Lévy driven moving average processes
Moving Sum versus Exponentially Weighted Moving Average Tests
Social class as a moving average
Time frequency autoregressive moving average modeling
Computation of reflection coefficients for layered media
Known Moving-Average Transformations and Autoregressive Processes
Moving-Average Transformations in Classical Linear Models
Testing for fundamental vector moving average representations
Spatial autoregressive fractionally integrated moving average model
A Dynamic Analysis of Moving Average Rules