Notes on poles of autoregressive type model, II: Robust singular pole

DOI10.1016/0022-247X(87)90325-8zbMath0641.62054OpenAlexW2067534254MaRDI QIDQ1100838

Keisuke Bekki, Kuniharu Kishida, Sumasu Yamada

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)90325-8

zbMATH Keywords

autoregressive moving averagelocation of polesTAR model2- dimensional ARMA process3-dimensional AR(1) processlinear Gauss-Markov systemrobust singular poletruncated AR processes

Mathematics Subject Classification ID

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

Related Items (3)

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

Cites Work

• Notes on poles of autoregressive type model, II: Robust singular pole

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