A correction and an extension to ‘ Simplified models for perturbed parameter Markov equations with applications to ARMA systems’

DOI10.1080/00207728408926611zbMath0552.93053OpenAlexW2055106908MaRDI QIDQ3346187

John R. Deller, Z. Gulboy

Publication date: 1984

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728408926611

zbMATH Keywords

generalized error boundperturbed parameter autoregressive-moving-average system

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05) Discrete-time Markov processes on general state spaces (60J05) Estimation and detection in stochastic control theory (93E10) Stochastic systems in control theory (general) (93E03) Stochastic analysis (60H99)

Cites Work

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• Simplified models for perturbed parameter Markov equations with application to ARMA systems
• On the good use of the spectral radius of a matrix

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