ESTIMATION FOR NON-LINEAR TIME SERIES MODELS USING ESTIMATING EQUATIONS (Q3779616)
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scientific article; zbMATH DE number 4041101
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| English | ESTIMATION FOR NON-LINEAR TIME SERIES MODELS USING ESTIMATING EQUATIONS |
scientific article; zbMATH DE number 4041101 |
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ESTIMATION FOR NON-LINEAR TIME SERIES MODELS USING ESTIMATING EQUATIONS (English)
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1988
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Kalman filter
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doubly stochastic time series
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threshold autoregressive process
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optimal estimating equations
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nonlinear time series estimation
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recursive estimation procedure
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nonlinear state-space model
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0.9756356
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0.9687198
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0.9467709
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0.94242674
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