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Latest revision as of 13:45, 5 March 2024

scientific article
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scientific article

    Statements

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    17 September 1992
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    stationary processes
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    linear Gaussian models
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    ARMA models
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    dynamical systems
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    limit cycle
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    nonlinear difference equations
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    dependence on initial values
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    Lyapunov exponents
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    nonlinear time series models
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    nonlinear autoregression
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    threshold models
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    exponential autoregressive models
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    fractional autoregressive models
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    product autoregressive models
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    random coefficient autoregressive models
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    bilinear models
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    nonlinear MA models
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    ARCH models
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    doubly stochastic models
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    stochastic stability
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    ergodicity
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    stationary distributions
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    Markovian representation
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    tests for linearity
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    model selection
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    diagnostics
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    Nonlinear least-squares prediction
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    conditional densities
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    case studies
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    Canadian lynx data
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    sunspot numbers
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    martingale limit theory
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    exercises
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    Identifiers

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