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On stability and trajectory boundedness in mean-square sense for ARMA processes - MaRDI portal

On stability and trajectory boundedness in mean-square sense for ARMA processes

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Publication:1879144

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zbMATH Open1052.62088MaRDI QIDQ1879144

Chen, Hanfu

Publication date: 22 September 2004

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

zbMATH Keywords

stability equivalence ARMA boundedness in mean square sense

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic stability in control theory (93E15)

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