Non-linear threshold autoregressive models for non-linear random vibrations

DOI10.2307/3213290MaRDI QIDQ3910135zbMATH OpenOpenAlexFDO

Authors Tohru Ozaki

Publication date 1981

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3213290

zbMATH Keywords

amplitude-dependent frequencyautoregressive modelduffing equationjump phenomenalimit cyclenon- linear vibrationsnon-linear time series modelsingular pointstationaritythreshold modelvan der Pol equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Random vibrations in dynamical problems in solid mechanics (74H50)

Cited in

(13)

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• A STUDY OF THE APPLICATION OF STATE-DEPENDENT MODELS IN NON-LINEAR TIME SERIES ANALYSIS
• scientific article; zbMATH DE number 3872513 (Why is no real title available?)
• Nonlinearity tests in time series analysis
• A DIAGNOSTIC TEST FOR NONLINEAR SERIAL DEPENDENCE IN TIME SERIES FITTING ERRORS
• THE STATISTICAL ANALYSIS OF PERTURBED LIMIT CYCLE PROCESSES USING NONLINEAR TIME SERIES MODELS
• ADAPTIVE SEMIPARAMETRIC ESTIMATION IN THE PRESENCE OF AUTOCORRELATION OF UNKNOWN FORM
• On nonlinear models for time series
• ]Modeling dynamic systems by using the nonlinear difference equations based on genetic programming
• Genetically evolved models and normality of their fitted residuals
• U. S. and Canadian industrial production indices as coupled oscillators
• Fitting piecewise linear threshold autoregressive models by means of genetic algorithms

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