Pages that link to "Item:Q2195454"

The following pages link to Generalized exponential autoregressive models for nonlinear time series: stationarity, estimation and applications (Q2195454):

Displaying 29 items.

• Instrumental variable-based OMP identification algorithm for Hammerstein systems (Q1654317) (← links)
• The bias compensation based parameter and state estimation for observability canonical state-space models with colored noise (Q1712021) (← links)
• The FEXP estimator for potentially non-stationary linear time series. (Q1766049) (← links)
• Modified multifractal large deviation spectrum based on CID for financial market system (Q2158964) (← links)
• Hierarchical extended least squares estimation approaches for a multi-input multi-output stochastic system with colored noise from observation data (Q2205498) (← links)
• Modeling a nonlinear process using the exponential autoregressive time series model (Q2308132) (← links)
• Fitting EXPAR models through the extended Kalman filter (Q2347553) (← links)
• Aitken based modified Kalman filtering stochastic gradient algorithm for dual-rate nonlinear models (Q2416724) (← links)
• Kalman filtering based gradient estimation algorithms for observer canonical state-space systems with moving average noises (Q2423917) (← links)
• Fitting the exponential autoregressive model through recursive search (Q2423988) (← links)
• Parameter estimation for a class of radial basis function-based nonlinear time-series models with moving average noises (Q2656862) (← links)
• Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling (Q2663482) (← links)
• A novel reduced-order algorithm for rational models based on Arnoldi process and Krylov subspace (Q2665156) (← links)
• Some stochastic gradient algorithms for Hammerstein systems with piecewise linearity (Q2697720) (← links)
• ESTIMATION OF THE EXPONENTIAL AUTOREGRESSIVE TIME SERIES MODEL BY USING THE GENETIC ALGORITHM (Q3224660) (← links)
• MULTIPLICATIVE EXPONENTIAL MODELS FOR STATIONARY TIME SERIES (Q3333929) (← links)
• Combined estimation of the parameters and states for a multivariable state‐space system in presence of colored noise (Q5000698) (← links)
• Parameter estimation for an exponential autoregressive time series model by the Newton search and multi-innovation theory (Q5028671) (← links)
• Non-linear unit root testing with arctangent trend: Simulation and applications in finance (Q5193244) (← links)
• On some parameter estimation algorithms for the nonlinear exponential autoregressive model (Q5240985) (← links)
• Two‐stage recursive identification algorithms for a class of nonlinear time series models with colored noise (Q6061284) (← links)
• Parameter identification of a nonlinear radial basis function‐based state‐dependent autoregressive network with autoregressive noise via the filtering technique and the multiinnovation theory (Q6082923) (← links)
• Three‐stage multi‐innovation parameter estimation for an exponential autoregressive time‐series model with moving average noise by using the data filtering technique (Q6083768) (← links)
• Augmented flexible least squares algorithm for time‐varying parameter systems (Q6085141) (← links)
• Iterative parameter identification algorithms for transformed dynamic rational fraction input-output systems (Q6133112) (← links)
• Improved gradient descent algorithms for time-delay rational state-space systems: intelligent search method and momentum method (Q6168765) (← links)
• A generalized Burr mixture autoregressive models for modeling non linear time series (Q6597409) (← links)
• Recursive search-based identification algorithms for the exponential autoregressive time series model with coloured noise (Q6598712) (← links)
• Data filtering-based recursive identification for an exponential autoregressive moving average model by using the multi-innovation theory (Q6609011) (← links)