Non-linear time series models for non-linear random vibrations

DOI10.2307/3212926zbMath0432.62059OpenAlexW4251846825MaRDI QIDQ3870186

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Publication date: 1980

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3212926

zbMATH Keywords

limit cycleDuffing equationvan der Pol equationautoregressive moving average modeljump phenomenanon-linear time series modelsamplitude-dependent frequencynon-linear random vibrationsnon-linear stochastic differential equation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Inference from stochastic processes (62M99)

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