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J-GLOBAL ID：200902001947016030   Reference number：88A0355525

Adaptive prediction for ARMA processes with Markov switching parameters.

MarkovスイッチングパラメータをもつARMAプロセスのための適応予測
Author (1)：
QI X-J

About QI X-J

(Swiss Federal Inst. Technology Lausanne, CHE)

About Swiss Federal Inst. Technology Lausanne, CHE


Material：
International Journal of Control  (Int J Control)

About International Journal of Control


Volume： 47  Issue： 3  Page： 895-904  Publication year： Mar. 1988 
JST Material Number： C0973A  ISSN： 0020-7179  Document type： Article
Article type： 原著論文  Country of issue： United Kingdom (GBR)  Language： ENGLISH (EN)
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stochastic system

About stochastic system

,...
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JST classification (1)：
JST classification
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System identification 
(IA02040O)

About System identification

Terms in the title (6)：
Terms in the title
Keywords automatically extracted from the title.
Markovスイッチング

About Markovスイッチング

, 
パラメータ

About パラメータ

, 
ARMA

About ARMA

, 
プロセス

About プロセス

, 
適応

About 適応

, 
予測

About 予測


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