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math.ST2017★ 20 cited
On the existence of a solution to a spectral estimation problem \emph{à la} Byrnes-Georgiou-Lindquist
Bin Zhu, Giacomo Baggio
A parametric spectral estimation problem in the style of Byrnes, Georgiou, and Lindquist was posed in \cite{FPZ-10}, but the existence of a solution was only proved in a special ca…
math.ST2017
On Vector ARMA Models Consistent with a Finite Matrix Covariance Sequence
Bin Zhu
We formulate the so called "VARMA covariance matching problem" and demonstrate the existence of a solution using the degree theory from differential topology.