Publication: An algebraic analysis using Matrix Padé Approximation to improve the choice of certain parameter in Scalar Component Models
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2010-02
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Abstract
This paper presents an algebraic analysis using Matrix Padé Aproximation to improve
the identification stage of the proposal in [6] on Scalar Component Models, specifically
as it refers to the choice of a parameter they denote h. The original methodology in [6]
is based on the construction and interpretation of a table whose elements are related to
the singular value zero of certain relevant matrices in the process. We propose the
alternative use of what we call a Ranks Table and the sure overall orders concept
instead of the so-called overall orders. Ranks Table information allows for the
improved interpretation and implication of the results and of potential computational
and statistical properties.
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VARMA models, Scalar Component Models (SCM), Identification Stage, Sure overall orders, Corank and Rank Tables, Matrix Padé Approximation