Analyzing the dependency of the spectral matrix of a var on the roots of its characteristic polynomial

2025-03-262025-03-2601-2003https://pyxida.aueb.gr/handle/123456789/4516Thesis - Athens University of Economics and Business. Postgraduate, Department of Statisticspdf103p.StatisticsStatistical mathematicsStatistical analysisTime seriesData analysisSpatial analysisProbabilityEvaluation techniquesAnalyzing the dependency of the spectral matrix of a var on the roots of its characteristic polynomialText