Root modulus constraints in autoregressive model estimation

DOI10.1007/BF01206571zbMath0941.62099OpenAlexW1977895726MaRDI QIDQ1287042

Mika Juntunen, Jouko Tervo, Jari P. Kaipio

Publication date: 1998

Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01206571

zbMATH Keywords

stabilityautoregressive modelshyperstabilitynonlinear constraintsiterative minimization

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (2)

Stabilization of Subba Rao-Liporace models. ⋮ Stabilization of smoothness priors time-varying autoregressive models

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Composite modeling of nonstationary signals
• Time series: theory and methods.
• ARMA model identification
• Simulation of nonstationary EEG
• Estimation of parameters for a linear difference equation with application to EEG analysis
• Adaptive pole estimation
• Matrix Analysis

This page was built for publication: Root modulus constraints in autoregressive model estimation