Nonlinear nonnegative ar(1) processes

DOI10.1080/03610928908830139zbMath0696.62347OpenAlexW2164296890MaRDI QIDQ3474138

Jiří Anděl

Publication date: 1989

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928908830139

zbMATH Keywords

white noisestationaritystrongly consistent

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items

Nonlinear positive ar(2) processes, An estimator for parameters of a nonlinear nonnegative multidimensional AR(1) process, Unnamed Item, Estimation of the mean of some stationary markov sequences

Cites Work

• 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