Proceedings of the Annual Conference of the Institute of Systems, Control and Information Engineers
The 54th Annual Conference of the Institute of Systems, Control and Information Engineers
Session ID : T365
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Host: Institute of Systems, Control and Information Engineers

Resonance frequency estimation from time-series data considering heteroscedasticity by subspace method
Tomoko Hirao, *Takashi Shikimori, Shuichi Adachi
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Keywords: GARCH model, heteroscedasticity, resonance frequency, time-series analysis, subspace method
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[in Japanese]
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© 2010 The Institute of Systems, Control and Information Engineers
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