On nonlinear models for time series

DOI10.1080/02331888908802217zbMath0685.62066OpenAlexW2022749449WikidataQ126244077 ScholiaQ126244077MaRDI QIDQ4203659

Jiří Anděl

Publication date: 1989

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888908802217

zbMATH Keywords

time seriesrandom parametersdoubly stochastic modelsbilinear modelssmooth transition autoregressive modelsautoregressive processes of first orderexponential AR modelsgeneralized threshold modelsnew original results about stationary distributions of nonlinearnew original results about stationary distributions of nonlinear autoregressive processes of first orderreview of nonlinear processestests for linaritythreshold AR processesthreshold MA processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

Related Items (5)

Nonlinear positive ar(2) processes ⋮ A CONDITIONAL LEAST SQUARES APPROACH TO BILINEAR TIME SERIES ESTIMATION ⋮ Causality in extremes of time series ⋮ Robust recursive estimation in nonlinear time series ⋮ Hellinger distance estimation of general bilinear time series models

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