• DocumentCode
    3075111
  • Title

    Further comments on nonstationarity identification problems for autoregressive models

  • Author

    Zhang, Hu-Ming

  • Author_Institution
    Dept. of Stat., Georgia Univ., Atlanta, GA, USA
  • fYear
    1990
  • fDate
    5-7 Dec 1990
  • Firstpage
    3204
  • Abstract
    Nonstationarity for autoregressive models is identified by giving the necessary and sufficient conditions for autoregressive models to be oscillatory. The criteria previously proposed to identify autoregressive models to be asymptotically stationary or nonstationary are improved and extended to general multidimensional autoregressive models
  • Keywords
    identification; statistical analysis; autoregressive models; necessary conditions; nonstationarity identification; sufficient conditions; Artificial intelligence; Biological system modeling; Chemistry; Control system synthesis; Explosives; Multidimensional systems; Polynomials; Statistics; Sufficient conditions; System identification;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1990., Proceedings of the 29th IEEE Conference on
  • Conference_Location
    Honolulu, HI
  • Type

    conf

  • DOI
    10.1109/CDC.1990.203381
  • Filename
    203381
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3075111