Nonstationary time series identification
type: Item
instance of: scholarly article
title: Nonstationary time series identification
zbMATH Open document ID: 0666.62088
DOI: 10.1016/0898-1221(89)90092-8
publication date: 1989-01-01T00:00:00Z
review text: Strongly consistent estimates are given for both unknown parameters and orders of the nonstationary time series, where the nonstationarity arises because: (1) at any time n a feedback control is added to the usual ARMA process which is successfully applied to modelling economic systems and (2) det A(z) may have zeros on the unit circle in addition to those located outside the unit disk, where A(z) is the matrix polynomial corresponding to the AR part of the ARMA process.
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 93E10
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 93E12
zbMATH DE Number: 4090637
zbMATH Keywords: Strongly consistent estimates
zbMATH Keywords: nonstationary time series
zbMATH Keywords: feedback control
zbMATH Keywords: ARMA process
author: Hanfu Chen
author: Lei Guo
MaRDI profile type: Publication
full work available at URL: 0898-1221(89)90092-8
OpenAlex ID: W2061792167
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published in: Computers & Mathematics with Applications
description: scientific article; zbMATH DE number 4090637