ESTIMATION FOR NON-LINEAR TIME SERIES MODELS USING ESTIMATING EQUATIONS (Q3779616): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 13:38, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ESTIMATION FOR NON-LINEAR TIME SERIES MODELS USING ESTIMATING EQUATIONS |
scientific article |
Statements
ESTIMATION FOR NON-LINEAR TIME SERIES MODELS USING ESTIMATING EQUATIONS (English)
0 references
1988
0 references
Kalman filter
0 references
doubly stochastic time series
0 references
threshold autoregressive process
0 references
optimal estimating equations
0 references
nonlinear time series estimation
0 references
recursive estimation procedure
0 references
nonlinear state-space model
0 references
