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scientific article; zbMATH DE number 218696
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| English | No label defined |
scientific article; zbMATH DE number 218696 |
Statements
29 June 1993
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nonlinear time series models
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threshold models
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Markovian processes
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order identification
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bilinear model
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higher order moments
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recurrence relations on third order moments
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superdiagonal model
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asymptotic distribution of Glasbey's statistic
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consistency method
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prediction
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nonlinear models
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\(\text{ARCH}(p)\) noise model
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0.8334254622459412
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0.8126229643821716
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