8 citations · 12 across the 10 of their papers we have counts for
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math.ST2019
A theorem of Kalman and minimal state-space realization of Vector Autoregressive Models
Du Nguyen
We introduce a concept of (AR)state-space realization that could be applied to all transfer functions with invertible. We s…
stat.ME2019
Vector Autoregressive Moving Average Model with Scalar Moving Average
Du Nguyen
We show Vector Autoregressive Moving Average models with scalar Moving Average components could be estimated by generalized least square (GLS) for each fixed moving average polynom…
math.OC2019
Rayleigh Quotient Iteration, cubic convergence, and second covariant derivative
Du Nguyen
We generalize the Rayleigh Quotient Iteration (RQI) to the problem of solving a nonlinear equation where the variables are divided into two subsets, one satisfying additional equal…