A note on the computation of time series model roots

References

• Acton , F. S. 1970 . Numerical Methods that Work , New York : Harper & Row .
   Google Scholar
• Aoki , M. and Havenner , A. 1991 . State space modeling of multiple time series . Econometric Reviews , 10 : 1 – 59 .
   Google Scholar
• Gilbert , P. D. 1993 . State space and ARMA models: an overview of the equivalence , Working Paper 93-4 Bank of Canada .
   Google Scholar
• Guidorzi , R. P. 1981 . Invariants and canonical forms for systems structural and parametric identification . Automatica , 17 : 117 – 133 .
   Web of Science ®Google Scholar
• Jenkins , M. A. and Traub , J. F. 1972 . Zeros of a complex polynomial . Communications of the ACM , 15 : 97 – 99 .
   Web of Science ®Google Scholar
• Kailath , T. 1980 . Linear Systems , Englewood Cliffs , NJ : Prentice-Hall .
   Google Scholar
• Mittnik , S. 1989 . Multivariate time series analysis with state space models . Computer Mathematics Applications , 17 : 1189 – 1201 .
   Web of Science ®Google Scholar
• Mittnik , S. 1991 . State space modeling of multiple time series: a comment . Econometric reviews , 10 : 75 – 90 .
   Google Scholar
• Withers , D. H. 1974 . Remark on algorithm 419 . Communications of the ACM , 17 : 157
   Google Scholar