On extrapolation in some non-linear ar(1) processes

DOI10.1080/03610929708831935zbMath0899.62107OpenAlexW1966142534MaRDI QIDQ4346827

Jiří Anděl

Publication date: 21 October 1998

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929708831935

zbMATH Keywords

Markov processesnonlinear autoregressionnaive and least squares extrapolations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

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Cites Work

• Unnamed Item
• NUMERICAL EVALUATION OF DISTRIBUTIONS IN NON-LINEAR AUTOREGRESSION

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