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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
Summary:
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.
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