Simplified models for perturbed parameter Markov equations with application to ARMA systems

DOI10.1080/00207728308926523MaRDI QIDQ3671856zbMATH OpenOpenAlexFDO

Authors J. R. jun. Deller, Z. Gulboy

Publication date 1983

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207728308926523

zbMATH Keywords

autoregressive-moving average modelLipschitz conditionperturbed parameter Markov equation

Mathematics Subject Classification ID

Stochastic analysis (60H99) Discrete-time Markov processes on general state spaces (60J05) Markov processes: estimation; hidden Markov models (62M05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic systems in control theory (general) (93E03) Estimation and detection in stochastic control theory (93E10)

Cited in

(2)

• A correction and an extension to ‘ Simplified models for perturbed parameter Markov equations with applications to ARMA systems’
• ‘Stability’ criterion for ARMA systems with perturbed coefficients†

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