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Identifiability conditions for Generalised STARMA models

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Summary

In this paper, starting from some well known results for the structural identifiability of VARMA models of given maximum time lagsp andq, we derive parametric conditions which guarantee the identification of Generalized STARMA models.

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Authors and Affiliations

  1. Dip.to di Studi Geoeconomici, Statistici, Storici per l’Analisi regionale, Facoltà di Economia, Università di Roma «La Sapienza», Via del Castro Laurenziano 9, 00161, Roma

    Giuseppina Guagnano & Silvia Terzi

Authors
  1. Giuseppina Guagnano
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  2. Silvia Terzi
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Correspondence to Giuseppina Guagnano.

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Guagnano, G., Terzi, S. Identifiability conditions for Generalised STARMA models. J. Ital. Statist. Soc. 6, 245 (1997). https://doi.org/10.1007/BF03178915

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  • DOI: https://doi.org/10.1007/BF03178915

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