Intervention analysis with nonlinear dependent noise variation

DOI10.1016/0167-7152(93)90176-JMaRDI QIDQ689483zbMATH OpenOpenAlexFDO

Authors M. C. Fu

Publication date 2 January 1994

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(93)90176-j

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Applications of statistics to social sciences (62P25)

Cites work

• scientific article; zbMATH DE number 4036980 (Why is no real title available?)
• scientific article; zbMATH DE number 3565994 (Why is no real title available?)
• scientific article; zbMATH DE number 3604162 (Why is no real title available?)
• scientific article; zbMATH DE number 3253530 (Why is no real title available?)
• An Algorithm for Least-Squares Estimation of Nonlinear Parameters
• Forecasting by volterra type models
• Intervention Analysis with Applications to Economic and Environmental Problems
• Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model

Cited in

(2)

• An approach to direct selection of best subset ar model
• Nonparametric approach to intervention time series modeling

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