On the Stationarity of Multiple Autoregressive Approximants: Theory and Algorithms

Abstract

Numerical methods are presented for determining the stability of a multiple autoregressive scheme. The question of stability is important in prediction theory, but furthermore, the methods for determining stability are such that they yield information which is important when fitting time series models to data.

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1976
Accession Number
ADA030752

Entities

People

  • H. J. Newton
  • Marcello Pagano

Organizations

  • University at Buffalo

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algorithms
  • Coefficients
  • Computer Programs
  • Convergence
  • Covariance
  • Difference Equations
  • Equations
  • Estimators
  • Military Research
  • New York
  • Numerical Quadrature
  • Polynomials
  • Random Variables
  • Stationary
  • Time Series Analysis
  • Two Dimensional
  • White Noise

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Approximation Theory.