Relative curvature measures of nonlinearity for time series models

DOI10.1080/03610919408813178zbMath0825.62042OpenAlexW2054298488MaRDI QIDQ4844148

Ravishanker, Nalini

Publication date: 20 August 1995

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919408813178

zbMATH Keywords

confidence regionslocal linear approximationautoregressive moving average modelsintrinsic curvatureparameter-effects curvature

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• Accounting for intrinsic nonlinearity in nonlinear regression parameter inference regions
• Time series: theory and methods
• Defining the curvature of a statistical problem (with applications to second order efficiency)
• DIFFERENTIAL GEOMETRY OF ARMA MODELS
• Calculation of intrinsic and parameter-effects curvatures for nonlinear regression models
• Computational Experience with Confidence Regions and Confidence Intervals for Nonlinear Least Squares

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