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

DOI10.1016/0022-247X(91)90229-SzbMATH Open0733.62096MaRDI QIDQ809528FDOQ809528

Authors: Kuniharu Kishida, Sumasu Yamada, Keisuke Bekki 

Publication date: 1991

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

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

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)

Cites Work

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

Cited In (4)

• (Generalised) autoregressive models and their trajectories
• 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

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