# A spectral characterization of the behavior of discrete time AR–representations over a finite time interval

E. N. Antoniou; Antonis I. G. Vardulakis; Nikolas P. Karampetakis

Kybernetika (1998)

- Volume: 34, Issue: 5, page [555]-564
- ISSN: 0023-5954

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topAntoniou, E. N., Vardulakis, Antonis I. G., and Karampetakis, Nikolas P.. "A spectral characterization of the behavior of discrete time AR–representations over a finite time interval." Kybernetika 34.5 (1998): [555]-564. <http://eudml.org/doc/33388>.

@article{Antoniou1998,

abstract = {In this paper we investigate the behavior of the discrete time AR (Auto Regressive) representations over a finite time interval, in terms of the finite and infinite spectral structure of the polynomial matrix involved in the AR-equation. A boundary mapping equation and a closed formula for the determination of the solution, in terms of the boundary conditions, are also gived.},

author = {Antoniou, E. N., Vardulakis, Antonis I. G., Karampetakis, Nikolas P.},

journal = {Kybernetika},

keywords = {discrete time auto regressive (AR) model; boundary conditions; finite and infinite spectral structure of the polynomial matrix; discrete time auto regressive (AR) model; boundary conditions; finite and infinite spectral structure of the polynomial matrix},

language = {eng},

number = {5},

pages = {[555]-564},

publisher = {Institute of Information Theory and Automation AS CR},

title = {A spectral characterization of the behavior of discrete time AR–representations over a finite time interval},

url = {http://eudml.org/doc/33388},

volume = {34},

year = {1998},

}

TY - JOUR

AU - Antoniou, E. N.

AU - Vardulakis, Antonis I. G.

AU - Karampetakis, Nikolas P.

TI - A spectral characterization of the behavior of discrete time AR–representations over a finite time interval

JO - Kybernetika

PY - 1998

PB - Institute of Information Theory and Automation AS CR

VL - 34

IS - 5

SP - [555]

EP - 564

AB - In this paper we investigate the behavior of the discrete time AR (Auto Regressive) representations over a finite time interval, in terms of the finite and infinite spectral structure of the polynomial matrix involved in the AR-equation. A boundary mapping equation and a closed formula for the determination of the solution, in terms of the boundary conditions, are also gived.

LA - eng

KW - discrete time auto regressive (AR) model; boundary conditions; finite and infinite spectral structure of the polynomial matrix; discrete time auto regressive (AR) model; boundary conditions; finite and infinite spectral structure of the polynomial matrix

UR - http://eudml.org/doc/33388

ER -

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