Simplified models for perturbed parameter Markov equations with application to ARMA systems

DOI10.1080/00207728308926523zbMath0521.93053OpenAlexW2090149642MaRDI QIDQ3671856

John R. Deller, Z. Gulboy

Publication date: 1983

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

Full work available at URL: https://doi.org/10.1080/00207728308926523

zbMATH Keywords

Lipschitz conditionautoregressive-moving average modelperturbed parameter Markov equation

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)

Related Items (2)

‘Stability’ criterion for ARMA systems with perturbed coefficients† ⋮ A correction and an extension to ‘ Simplified models for perturbed parameter Markov equations with applications to ARMA systems’

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