Geodesic
A spectral characterization of the behavior of discrete time AR–representations over a finite time interval
Kybernetika, Tome 34 (1998) no. 5, p. [555].

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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.
Classification : 62M10, 65F30, 93C55, 93E10
Keywords: discrete time auto regressive (AR) model; boundary conditions; finite and infinite spectral structure of the polynomial matrix 
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     author = {Antoniou, E. N. and Vardulakis, A. I. G. and Karampetakis, N. P.},
     title = {A spectral characterization of the behavior of discrete time {AR{\textendash}representations} over a finite time interval},
     journal = {Kybernetika},
     pages = {[555]},
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     zbl = {1274.93174},
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Antoniou, E. N.; Vardulakis, A. I. G.; Karampetakis, N. P. A spectral characterization of the behavior of discrete time AR–representations over a finite time interval. Kybernetika, Tome 34 (1998) no. 5, p. [555]. http://geodesic.mathdoc.fr/item/KYB_1998__34_5_a4/