STATIONARY AND NON-STATIONARY STATE SPACE MODELS (Q4299016)
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scientific article; zbMATH DE number 598003
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| 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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0.7979597449302673
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0.7862479090690613
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0.7819489240646362
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0.7786986827850342
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