Pages that link to "Item:Q3960003"

The following pages link to STATE-DEPENDENT MODELS: A GENERAL APPROACH TO NON-LINEAR TIME SERIES ANALYSIS (Q3960003):

Displaying 49 items.

• The stationarity and invertibility of a class of nonlinear ARMA models (Q547390) (← links)
• Model-free forecasting for nonlinear time series (with application to exchange rates) (Q673738) (← links)
• Testing the functions defining a nonlinear autoregressive time series (Q917203) (← links)
• Subjective temporary equilibrium (Q953678) (← links)
• Non-stationary structural model with time-varying demand elasticities (Q993828) (← links)
• A robust algorithm for parameter estimation in smooth transition autoregressive models (Q1046357) (← links)
• Estimation in nonlinear time series models (Q1079909) (← links)
• Recent developments in time series forecasting (Q1113249) (← links)
• Bilinear state space realization for polynomial stochastic systems (Q1178547) (← links)
• State space reconstruction in the presence of noise (Q1181154) (← links)
• Estimation of multivariate non-linear time series models (Q1193965) (← links)
• State dependent models of stock returns (Q1202454) (← links)
• A nonlinear time series model and estimation of missing observations (Q1206609) (← links)
• Parameter estimation for generalized random coefficient autoregressive processes (Q1299549) (← links)
• Potential problems in estimating bilinear time-series models (Q1349755) (← links)
• On an autoregressive model with time-dependent coefficients (Q1819515) (← links)
• On inference for threshold autoregressive models. (Q1872852) (← links)
• Threshold variable selection by wavelets in open-loop threshold autoregressive models (Q1962219) (← links)
• On probabilistic properties of nonlinear \(\text{ARMA}(p,q)\) models (Q1971378) (← links)
• Partially-coupled nonlinear parameter optimization algorithm for a class of multivariate hybrid models (Q2247107) (← links)
• A new nonlinearity test to circumvent the limitation of Volterra expansion with application (Q2398407) (← links)
• Predictive control of a class of bilinear systems based on global off-line models (Q2644494) (← links)
• Parameter estimation for a class of radial basis function-based nonlinear time-series models with moving average noises (Q2656862) (← links)
• A hidden Markov regime-switching smooth transition model (Q2691768) (← links)
• Times series models with thresholds (Q2750779) (← links)
• Exploiting the interpretability and forecasting ability of the RBF-AR model for nonlinear time series (Q2798518) (← links)
• Model validity tests for non-linear signal processing applications (Q3361764) (← links)
• Modelling and analysis of non-linear time series (Q3470372) (← links)
• Nonlinear ARMA models with functional MA coefficients (Q3552863) (← links)
• Nonlinearity tests in time series analysis (Q3598310) (← links)
• ON STATIONARITY OF THE SOLUTION OF A DOUBLY STOCHASTIC MODEL (Q3727066) (← links)
• A DIAGNOSTIC TEST FOR NONLINEAR SERIAL DEPENDENCE IN TIME SERIES FITTING ERRORS (Q3729868) (← links)
• Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts (Q3974560) (← links)
• Neural networks for nonlinear dynamic system modelling and identification (Q4020049) (← links)
• Recursive estimation of bilinear time series models (Q4202735) (← links)
• Adaptive parameter estimation in self-exciting threshold autoregressive models (Q4232099) (← links)
• Universal Approximation of Multiple Nonlinear Operators by Neural Networks (Q4409376) (← links)
• Piecewise linear identification of non-linear systems (Q4724531) (← links)
• ADAPTIVE PARAMETER ESTIMATION IN MULTIVARIATE SELF-EXCITING THRESHOLD AUTOREGRESSIVE MODELS (Q4784168) (← links)
• Identification of non-linear time series via kernels (Q4787950) (← links)
• Structured parameter optimization method for the radial basis function-based state-dependent autoregressive model (Q4808250) (← links)
• Identification of Threshold Autoregressive Moving Average Models (Q4976483) (← links)
• Random autoregressive models: A structured overview (Q5065206) (← links)
• A multivariate descriptor method for change-point detection in nonlinear time series (Q5124766) (← links)
• Nonlinearity testing and modeling for threshold moving average models (Q5130374) (← links)
• Efficient parameterisation of nonlinear system models: a comment on Nöel and Schoukens (2018) (Q5134305) (← 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)
• Hierarchical recursive Levenberg-Marquardt algorithm for radial basis function autoregressive models (Q6095646) (← links)
• A new autoregressive process driven by explanatory variables and past observations: an application to PM 2.5 (Q6109185) (← links)