论文信息 - A spectral characterization of the behavior of discrete time AR-representations over a finite time interval

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

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 given.

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