The dimensionality of the aliasing problem in models with rational spectral densities. (English) Zbl 0516.93063
MSC:
93E12 | Identification in stochastic control theory |
62M15 | Inference from stochastic processes and spectral analysis |
93C99 | Model systems in control theory |
15A18 | Eigenvalues, singular values, and eigenvectors |
62M10 | Time series, auto-correlation, regression, etc. in statistics (GARCH) |
93C57 | Sampled-data control/observation systems |
60G10 | Stationary stochastic processes |