THE STATISTICAL ANALYSIS OF PERTURBED LIMIT CYCLE PROCESSES USING NONLINEAR TIME SERIES MODELS

DOI10.1111/j.1467-9892.1982.tb00328.xzbMath0499.62079OpenAlexW2015913833MaRDI QIDQ3965454

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Publication date: 1982

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

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1982.tb00328.x

zbMATH Keywords

asymmetrystabilityspectrumsingular pointstationarityvan der Pol equationautoregressive modelnonlinear time series modelshigher harmonicsnonlinear random vibrationsperturbed limit cycle processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic systems and control (93E99) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

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Cites Work

• Unnamed Item
• Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space
• A general equation for relaxation oscillations
• Non-linear time series models for non-linear random vibrations
• Non-linear threshold autoregressive models for non-linear random vibrations
• Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model

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