On nonlinear models for time series
DOI10.1080/02331888908802217zbMath0685.62066OpenAlexW2022749449WikidataQ126244077 ScholiaQ126244077MaRDI QIDQ4203659
Publication date: 1989
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888908802217
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
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)
Related Items (5)
Cites Work
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