Estimating linear representations of nonlinear processes (Q111924): Difference between revisions

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+August 2000Timestamp +2000-08-21T00:00:00Z
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@@ Property / publication date: 21 August 2000 / rank @@
+Normal rank
@@ Property / author @@
+Christian Francq
@@ Property / author: Christian Francq / rank @@
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@@ Property / author @@
+Jean-Michel Zakoian
@@ Property / author: Jean-Michel Zakoian / rank @@
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@@ Property / title @@
+Estimating linear representations of nonlinear processes (English)
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@@ Property / zbMATH Open document ID @@
+.62100
@@ Property / zbMATH Open document ID: 0942.62100 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+F12
@@ Property / Mathematics Subject Classification ID: 62F12 / rank @@
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@@ Property / zbMATH DE Number @@
+1327283
@@ Property / zbMATH DE Number: 1327283 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+ARMA models
@@ Property / zbMATH Keywords: ARMA models / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+nonlinear models
@@ Property / zbMATH Keywords: nonlinear models / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+least-squares estimator
@@ Property / zbMATH Keywords: least-squares estimator / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+consistency
@@ Property / zbMATH Keywords: consistency / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+asymptotic normality
@@ Property / zbMATH Keywords: asymptotic normality / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / cites work @@
+The Effect of Aggregation on Prediction in the Autoregressive Model
+Normal rank
@@ Property / cites work @@
+Q5631966
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+Q3229719
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+Q5663204
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+Simple consistent estimation of the coefficients of a linear filter
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+Q3827448
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+Convergence of Distributions Generated by Stationary Stochastic Processes
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+Vector linear time series models
@@ Property / cites work: Vector linear time series models / rank @@
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Multivariate arma models with generalized autoregressive linear innovation
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+Qualitative threshold ARCH models
@@ Property / cites work: Qualitative threshold ARCH models / rank @@
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+Q3917379
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+Q3933714
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+Q4840212
@@ Property / cites work: Q4840212 / rank @@
+Normal rank
@@ Property / cites work @@
+The estimation of ARMA models
@@ Property / cites work: The estimation of ARMA models / rank @@
+Normal rank
@@ Property / cites work @@
+Some Limit Theorems for Stationary Processes
@@ Property / cites work: Some Limit Theorems for Stationary Processes / rank @@
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@@ Property / cites work @@
+On conditional least squares estimation for stochastic processes
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+Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters
+Normal rank
@@ Property / cites work @@
+ARMA MODELLING WITH NON-GAUSSIAN INNOVATIONS
@@ Property / cites work: ARMA MODELLING WITH NON-GAUSSIAN INNOVATIONS / rank @@
+Normal rank
@@ Property / cites work @@
+CONSISTENT ESTIMATION OF THE ASYMPTOTIC COVARIANCE STRUCTURE OF MULTIVARIATE SERIAL CORRELATIONS
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+THE ESTIMATION OF PARAMETERS FOR AUTOREGRESSIVE MOVING AVERAGE MODELS
+Normal rank
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+Bilinear Markovian representation and bilinear models
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+The mixing property of bilinear and generalised random coefficient autoregressive models
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+Current developments in time series modelling
@@ Property / cites work: Current developments in time series modelling / rank @@
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+ESTIMATING VARIANCES AND COVARIANCES OF SAMPLE AUTOCORRELATIONS AND AUTOCOVARIANCES
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+Q3928089
@@ Property / cites work: Q3928089 / rank @@
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+Consistency properties of least squares estimates of autoregressive parameters in ARMA models
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+Q3999154
@@ Property / cites work: Q3999154 / rank @@
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+Q3928091
@@ Property / cites work: Q3928091 / rank @@
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@@ Property / cites work @@
+On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix
+Normal rank
@@ Property / cites work @@
+Asymptotic behavior of least-squares estimates for autoregressive processes with infinite variances
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0378-3758(97)00139-0
+Normal rank
@@ Property / OpenAlex ID @@
+W2039729127
@@ Property / OpenAlex ID: W2039729127 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:111924