scientific article; zbMATH DE number 218696

zbMath0768.62084MaRDI QIDQ4694355

Dominique Guégan

Publication date: 29 June 1993

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

zbMATH Keywords

predictionnonlinear modelsthreshold modelsnonlinear time series modelsMarkovian processesbilinear modelconsistency methodorder identificationhigher order momentssuperdiagonal model\(\text{ARCH}(p)\) noise modelasymptotic distribution of Glasbey's statisticrecurrence relations on third order moments

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

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