Nonlinear positive ar(2) processes

DOI10.1080/02331889008802269zbMath0714.62087OpenAlexW2086564755MaRDI QIDQ3200432

Jiří Anděl

Publication date: 1990

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889008802269

zbMATH Keywords

autoregressive processstrongly consistent estimatorsnonlinear processstrict white noisenonlinear positive AR(2) processespositive variables

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) General second-order stochastic processes (60G12) Applications of mathematical programming (90C90) Linear programming (90C05)

Related Items (3)

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

Cites Work

• Nonlinear nonnegative ar(1) processes
• Infrence for non-negative autoregressive schemes
• Note on parameter estimation for general non–linear time series models
• On ar(1) processes with exponential white noise
• NON-NEGATIVE AUTOREGRESSIVE PROCESSES
• On nonlinear models for time series

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