STATIONARY AND NON-STATIONARY STATE SPACE MODELS (Q4299016): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 15:12, 5 March 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)
0 references
29 June 1994
0 references
necessary and sufficient conditions for stationarity
0 references
ARIMA \((p,d,q)\) model
0 references
random walk
0 references
time invariance
0 references
stationarity
0 references
non-stationarity
0 references
immemorial time
0 references
state space models
0 references
unconditional mean
0 references
covariance matrix
0 references
Kalman filter
0 references
