On nonlinear models for time series (Q4203659)
From MaRDI portal
scientific article; zbMATH DE number 4123101
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On nonlinear models for time series |
scientific article; zbMATH DE number 4123101 |
Statements
On nonlinear models for time series (English)
0 references
1989
0 references
review of nonlinear processes
0 references
time series
0 references
new original results about stationary distributions of nonlinear
0 references
autoregressive processes of first order
0 references
threshold AR processes
0 references
threshold MA processes
0 references
bilinear models
0 references
random parameters
0 references
doubly stochastic models
0 references
exponential AR models
0 references
generalized threshold models
0 references
smooth transition autoregressive models
0 references
tests for linarity
0 references
new original results about stationary distributions of nonlinear autoregressive processes of first order
0 references
0 references
0 references
0 references
0 references
