On nonlinear models for time series (Q4203659)
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scientific article; zbMATH DE number 4123101
Language | Label | Description | Also known as |
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English | On nonlinear models for time series |
scientific article; zbMATH DE number 4123101 |
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On nonlinear models for time series (English)
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1989
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review of nonlinear processes
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time series
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new original results about stationary distributions of nonlinear
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autoregressive processes of first order
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threshold AR processes
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threshold MA processes
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bilinear models
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random parameters
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doubly stochastic models
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exponential AR models
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generalized threshold models
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smooth transition autoregressive models
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tests for linarity
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new original results about stationary distributions of nonlinear autoregressive processes of first order
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