Stabilization of Subba Rao-Liporace models.

DOI10.1007/BF01200790zbMath1043.62529OpenAlexW1970945793MaRDI QIDQ1971594

Jari P. Kaipio, Mika Juntunen, Jouko Tervo

Publication date: 1999

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

Full work available at URL: https://doi.org/10.1007/bf01200790

Mathematics Subject Classification ID

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

Related Items (2)

Testing Parameter Constancy in Unit Root Autoregressive Models Against Multiple Continuous Structural Changes ⋮ Stabilization of smoothness priors time-varying autoregressive models

Cites Work

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• Composite modeling of nonstationary signals
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• Simulation of nonstationary EEG
• A Transfer-Function Approach to Linear Time-Varying Discrete-Time Systems
• Adaptive pole estimation
• The order determination problem for linear time-varying AR models
• Inner algorithm test for controllability and observability

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