Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model

DOI10.1093/BIOMET/68.1.189zbMath0462.62070OpenAlexW2031768652MaRDI QIDQ3911904

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Publication date: 1981

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/68.1.189

zbMATH Keywords

estimationlimit cycleCanadian lynx dataamplitude-dependent autoregressive time series modelmodelling nonlinear random vibrations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Random vibrations in mechanics of particles and systems (70L05)

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