Stochastic fm models and non-linear time series analysis

DOI10.2307/1427850zbMATH Open0904.60017OpenAlexW2328556880MaRDI QIDQ4385146

Author name not available (Why is that?)

Publication date: 18 January 1999

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1427850

zbMATH Keywords

spectral analysisergodic Markov chainnonlinear time serieslimit distributionARMA models

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Signal detection and filtering (aspects of stochastic processes) (60G35)

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Stochastic equicontinuity in nonlinear time series models ⋮ Stochastic models for time series

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