Notes on poles of autoregressive type model, I: Non-robust singular pole

DOI10.1016/0022-247X(87)90027-8zbMath0641.62053OpenAlexW4235718433MaRDI QIDQ1100837

Sumasu Yamada, Kuniharu Kishida, Keisuke Bekki

Publication date: 1987

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-247x(87)90027-8

zbMATH Keywords

Rouché's theoremlocation of polesTAR modelARMA (3,2) modelautoregressive type approximationconvergence of spectral density functionsnon-robust singular poletruncated AR processeszero closest to unit circle

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Identification in stochastic control theory (93E12)

Related Items (2)

Contraction of information in systems far from equilibrium ⋮ Notes on poles of autoregressive type model. III: General case

Cites Work

• Nonlinear methods of spectral analysis. 2nd corrected and updated edition
• Consistent autoregressive spectral estimates
• The Fitting of Time-Series Models
• A POWER SERIES EXPANSION OF THE MASTER EQUATION
• Inverses of Toeplitz Operators, Innovations, and Orthogonal Polynomials

This page was built for publication: Notes on poles of autoregressive type model, I: Non-robust singular pole