‘Stability’ criterion for ARMA systems with perturbed coefficients†

DOI10.1080/00207728508926778zbMath0597.93060OpenAlexW2032941817MaRDI QIDQ3731494

Z. Gulboy, John R. Deller

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1080/00207728508926778

zbMATH Keywords

internal stabilityperturbed parameter ARMA model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Input-output approaches in control theory (93D25) Stochastic stability in control theory (93E15)

Cites Work

• Unnamed Item
• Approximation Theorems of Mathematical Statistics
• Simplified models for perturbed parameter Markov equations with application to ARMA systems

This page was built for publication: ‘Stability’ criterion for ARMA systems with perturbed coefficients†