STATIONARY AND NON-STATIONARY STATE SPACE MODELS (Q4299016): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1994.tb00182.x / rank
 
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Latest revision as of 15:41, 22 May 2024

scientific article; zbMATH DE number 598003
Language Label Description Also known as
English
STATIONARY AND NON-STATIONARY STATE SPACE MODELS
scientific article; zbMATH DE number 598003

    Statements

    STATIONARY AND NON-STATIONARY STATE SPACE MODELS (English)
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    29 June 1994
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    necessary and sufficient conditions for stationarity
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    ARIMA \((p,d,q)\) model
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    random walk
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    time invariance
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    stationarity
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    non-stationarity
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    immemorial time
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    state space models
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    unconditional mean
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    covariance matrix
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    Kalman filter
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