Pages that link to "Item:Q2195454"
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The following pages link to Generalized exponential autoregressive models for nonlinear time series: stationarity, estimation and applications (Q2195454):
Displayed 23 items.
- Instrumental variable-based OMP identification algorithm for Hammerstein systems (Q1654317) (← links)
- The bias compensation based parameter and state estimation for observability canonical state-space models with colored noise (Q1712021) (← links)
- Modified multifractal large deviation spectrum based on CID for financial market system (Q2158964) (← links)
- Hierarchical extended least squares estimation approaches for a multi-input multi-output stochastic system with colored noise from observation data (Q2205498) (← links)
- Modeling a nonlinear process using the exponential autoregressive time series model (Q2308132) (← links)
- Aitken based modified Kalman filtering stochastic gradient algorithm for dual-rate nonlinear models (Q2416724) (← links)
- Kalman filtering based gradient estimation algorithms for observer canonical state-space systems with moving average noises (Q2423917) (← links)
- Fitting the exponential autoregressive model through recursive search (Q2423988) (← links)
- Parameter estimation for a class of radial basis function-based nonlinear time-series models with moving average noises (Q2656862) (← links)
- Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling (Q2663482) (← links)
- A novel reduced-order algorithm for rational models based on Arnoldi process and Krylov subspace (Q2665156) (← links)
- Some stochastic gradient algorithms for Hammerstein systems with piecewise linearity (Q2697720) (← links)
- Combined estimation of the parameters and states for a multivariable state‐space system in presence of colored noise (Q5000698) (← links)
- Parameter estimation for an exponential autoregressive time series model by the Newton search and multi-innovation theory (Q5028671) (← links)
- Non-linear unit root testing with arctangent trend: Simulation and applications in finance (Q5193244) (← links)
- On some parameter estimation algorithms for the nonlinear exponential autoregressive model (Q5240985) (← links)
- Two‐stage recursive identification algorithms for a class of nonlinear time series models with colored noise (Q6061284) (← links)
- Parameter identification of a nonlinear radial basis function‐based state‐dependent autoregressive network with autoregressive noise via the filtering technique and the multiinnovation theory (Q6082923) (← links)
- Three‐stage multi‐innovation parameter estimation for an exponential autoregressive time‐series model with moving average noise by using the data filtering technique (Q6083768) (← links)
- Augmented flexible least squares algorithm for time‐varying parameter systems (Q6085141) (← links)
- Iterative parameter identification algorithms for transformed dynamic rational fraction input-output systems (Q6133112) (← links)
- Stability conditions for a nonlinear time series model (Q6156275) (← links)
- Improved gradient descent algorithms for time-delay rational state-space systems: intelligent search method and momentum method (Q6168765) (← links)