On the complex dynamics of functional-coefficients nonlinear autoregressive time series models

DOI10.1080/03610918.2015.1044615zbMath1379.37138OpenAlexW2558828064MaRDI QIDQ5267928

Ahmed Elhassanein

Publication date: 13 June 2017

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

Full work available at URL: https://doi.org/10.1080/03610918.2015.1044615

zbMATH Keywords

chaosbifurcationnonlinear autoregressive modelintermittency

Mathematics Subject Classification ID

White noise theory (60H40) Generation, random and stochastic difference and differential equations (37H10) Time series analysis of dynamical systems (37M10)

Related Items (2)

Complex dynamics of a forced discretized version of the Mackey-Glass delay differential equation ⋮ On mathematical analysis of a discrete electrical lattice with nonlinear dispersion

Cites Work

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• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Nonlinear dynamics of chaotic and stochastic systems. Tutorial and modern developments

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