Notes on poles of autoregressive type model. III: General case
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Publication:809528
DOI10.1016/0022-247X(91)90229-SzbMATH Open0733.62096MaRDI QIDQ809528FDOQ809528
Kuniharu Kishida, Sumasu Yamada, Keisuke Bekki
Publication date: 1991
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
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
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