Join YourDictionary
Sign up to make the most of YourDictionary
By signing in, you agree to our Terms and Conditions and Privacy Policy.
Success!
We'll see you in your inbox soon.
The transition matrices of periodic Markov chains have eigenvalues on the unit circle.
We will now stabilize the AR model by moving these roots to the unit circle.
The NL SF algorithm adds full spectral factorization so that both the AR and MA roots will lie within the unit circle.