Spectral Factorization of Multiple Time Series
- 1 June 1966
- journal article
- Published by JSTOR in Biometrika
- Vol. 53 (1/2) , 264
- https://doi.org/10.2307/2334078
Abstract
First, we summarize the spectral factorization methods of Fejer and Cramer for finite moving averages. Then we show how polynomials with matrix coefficients can...Keywords
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