• DocumentCode
    3250669
  • Title

    Identification of nonstationarity for autoregressive models

  • Author

    Zhang, Hu-Ming

  • Author_Institution
    Dept. of Stat., Georgia Univ., Athens, GA, USA
  • fYear
    1989
  • fDate
    13-15 Dec 1989
  • Firstpage
    632
  • Abstract
    The paper is concerned with the identification problem of nonstationarity for autoregressive models. Several principles are proposed and used as criteria to identify the nonstationarity for autoregressive models, with the largest multiplicity of all the distinct roots on the unit cycle being determined by the criteria when the corresponding model is nonstationary. The necessary and sufficient conditions for an autoregressive model to be asymptotically stationary are given
  • Keywords
    identification; statistics; asymptotically stationary; autoregressive models; multiplicity; nonstationarity; statistics; Control system synthesis; Financial advantage program; Parameter estimation; Polynomials; Sufficient conditions; System identification;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1989., Proceedings of the 28th IEEE Conference on
  • Conference_Location
    Tampa, FL
  • Type

    conf

  • DOI
    10.1109/CDC.1989.70195
  • Filename
    70195
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3250669