ON THE EXISTENCE OF THE STATIONARY AND ERGODIC NEAR(p) MODEL

DOI10.1111/J.1467-9892.1988.TB00473.XzbMath0675.62062OpenAlexW2160957992MaRDI QIDQ3830382

Kung-Sik Chan

Publication date: 1988

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1988.tb00473.x

zbMATH Keywords

exponential distributionmixture of exponentialsstationaritypartial fractionstationary ergodic processprobabilistic mixtureinnovation sequenceNEAR(2) modelNEAR(p) model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (4)

Threshold models in time series analysis -- some reflections ⋮ Discussion of `An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models' by Battaglia and Protopapas ⋮ Strict stationarity of ar(p) processes generated by nonlinear random functions with additive perturbations ⋮ Maximum quasilikelihood estimation for a simplified NEAR(1) model.

Cites Work

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