scientific article; zbMATH DE number 1069596

zbMath0879.62084MaRDI QIDQ4356557

No author found.

Publication date: 28 January 1998

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

zbMATH Keywords

time seriesARCH modelsexponential familynonlinear state space modelExpAR modelsstationary homogeneous diffusion process

Mathematics Subject Classification ID

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

Related Items (5)

Detecting exponential component in autoregressive models: comparative study between several tests of nonlinearity ⋮ Unnamed Item ⋮ Aligned signed-rank tests of a linear autoregressive model against an exponential autoregressive one ⋮ Detection of EXPAR nonlinearity in the presence of a nuisance unidentified under the null hypothesis ⋮ Fitting EXPAR models through the extended Kalman filter

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