Notes on poles of autoregressive type model. III: General case

DOI10.1016/0022-247X(91)90229-SMaRDI QIDQ809528zbMATH OpenFDO

Authors Kuniharu Kishida, Sumasu Yamada, Keisuke Bekki

Publication date 1991

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

Gaussian Markovian processmultivariate autoregressive type modelPole locations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

Recommendations

• Notes on poles of autoregressive type model, II: Robust singular pole
• Notes on poles of autoregressive type model, I: Non-robust singular pole
• Notes on poles and convergence rate of autoregressive model
• (Generalised) autoregressive models and their trajectories
• MARGINALS OF MULTIVARIATE FIRST-ORDER AUTOREGRESSIVE TIME SERIES MODELS

Cites work

• Fast projection methods for minimal design problems in linear system theory
• Nonlinear methods of spectral analysis. 2nd corrected and updated edition
• Notes on poles and convergence rate of autoregressive model
• Notes on poles of autoregressive type model, I: Non-robust singular pole
• Notes on poles of autoregressive type model, II: Robust singular pole
• The Fitting of Time-Series Models

Cited in

(4)

• Notes on poles of autoregressive type model, I: Non-robust singular pole
• Notes on poles of autoregressive type model, II: Robust singular pole
• (Generalised) autoregressive models and their trajectories
• Notes on poles and convergence rate of autoregressive model

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