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

DOI10.1080/00207728308926523zbMATH Open0521.93053OpenAlexW2090149642MaRDI QIDQ3671856FDOQ3671856

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

Lipschitz conditionautoregressive-moving average modelperturbed parameter Markov equation

Mathematics Subject Classification ID

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

Cited In (2)

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

This page was built for publication: Simplified models for perturbed parameter Markov equations with application to ARMA systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3671856)