Stable spectral factorization with applications to the estimation of time series models

D. S. Poskitt, M. O. Salau

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7 Citations (Scopus)


A method for generating a miniphase and inveitible spectral factor from an unstable v x v full rank polynomial matrix is proposed. The zeros inside the unit circle are reflected through the boundary

Original languageEnglish
Pages (from-to)347-367
Number of pages21
JournalCommunications in Statistics - Theory and Methods
Issue number2
Publication statusPublished - 1 Jan 1993
Externally publishedYes


  • Extended unitary matrix
  • Hermite normal form
  • Hermitian matrix
  • matrix
  • Miniphase
  • Polynomial operator
  • Reflectior
  • Unimodular
  • Unit disc
  • Unitary matrix

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