Non-linear threshold autoregressive models for non-linear random vibrations

DOI10.2307/3213290zbMath0459.73077OpenAlexW2312703089MaRDI QIDQ3910135

Tohru Ozaki

Publication date: 1981

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3213290

zbMATH Keywords

limit cyclesingular pointstationarityvan der Pol equationautoregressive modelthreshold modeljump phenomenaduffing equationnon-linear time series modelamplitude-dependent frequencynon- linear vibrations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random vibrations in dynamical problems in solid mechanics (74H50)

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