scientific article

zbMath0716.62085MaRDI QIDQ3999154

Howell Tong

Publication date: 17 September 1992

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

dynamical systemsmodel selectionlimit cycleergodicityLyapunov exponentsstochastic stabilityARCH modelsstationary processesthreshold modelsnonlinear difference equationsdiagnosticsARMA modelsexercisesstationary distributionsnonlinear time series modelsrandom coefficient autoregressive modelsconditional densitiessunspot numbersnonlinear autoregressioncase studiesdoubly stochastic modelsCanadian lynx datalinear Gaussian modelsbilinear modelsdependence on initial valuesMarkovian representationmartingale limit theoryexponential autoregressive modelstests for linearityfractional autoregressive modelsNonlinear least-squares predictionnonlinear MA modelsproduct autoregressive models

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Characteristic and Lyapunov exponents of ordinary differential equations (34D08)

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