An estimator for parameters of a nonlinear nonnegative multidimensional AR(1) process

DOI10.1023/A:1022290419411zbMath0953.62091MaRDI QIDQ1979010

Jiří Anděl

Publication date: 22 May 2000

Published in: Applications of Mathematics (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/33017

zbMATH Keywords

nonlinear processesautoregressive processesmultidimensional processesnonnegative processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

Cites Work

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• Estimation for first-order autoregressive processes with positive or bounded innovations
• Nonlinear positive ar(2) processes
• Nonlinear nonnegative ar(1) processes
• Infrence for non-negative autoregressive schemes
• On ar(1) processes with exponential white noise
• NON-NEGATIVE AUTOREGRESSIVE PROCESSES
• Estimation for autoregressive processes with positive innovations
• ESTIMATION FOR REGRESSIVE AND AUTOREGRESSIVE MODELS WITH NON-NEGATIVE RESIDUAL ERRORS
• NON‐NEGATIVE AUTOREGRESSIVE MODELS

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