scientific article

zbMath0719.62101MaRDI QIDQ3999766

M. B. Priestley

Publication date: 17 September 1992

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

predictionnonlinear modelsfilteringlinear modelsstationary processesevolutionary spectrathreshold autoregressive modelsnonstationary time seriesVolterra series expansionspolyspectrabilinear modelsstate dependent modelsexponential autoregressive modelsCanadian lynx seriessunspot seriestests for nonlinearity

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Related Items (4)

Parameter identification for nonlinear systems: guaranteed confidence regions through LSCR ⋮ Analysis of noisy signals ⋮ On time-irreversibility and other non-linear features in time series ⋮ Consistent statistical estimate of spectral measure discrete component for a class of random processes

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