Non-linear time series models for non-linear random vibrations

DOI10.2307/3212926MaRDI QIDQ3870186zbMATH OpenOpenAlexFDO

Authors

Publication date 1980

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

Full work available at URL https://doi.org/10.2307/3212926

zbMATH Keywords

amplitude-dependent frequencyautoregressive moving average modelDuffing equationjump phenomenalimit cyclenon-linear random vibrationsnon-linear stochastic differential equationnon-linear time series modelsvan 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) Inference from stochastic processes (62M99)

Cited in

(31)

• Estimation in nonlinear time series models
• Asymptotics of a class of \(p\)th-order nonlinear autoregressive processes
• Kernel regression uniform rate estimation for censored data under \(\alpha\)-mixing condition
• Generalized exponential autoregressive models for nonlinear time series: stationarity, estimation and applications
• Modeling a nonlinear process using the exponential autoregressive time series model
• Fitting the exponential autoregressive model through recursive search
• Parameter estimation for a class of radial basis function-based nonlinear time-series models with moving average noises
• Exploiting the interpretability and forecasting ability of the RBF-AR model for nonlinear time series
• Test for periodicity in restrictive EXPAR models
• Transformed polynomials for nonlinear autoregressive models of the conditional mean
• SOME DOUBLY STOCHASTIC TIME SERIES MODELS
• STATE-DEPENDENT MODELS: A GENERAL APPROACH TO NON-LINEAR TIME SERIES ANALYSIS
• THE STATISTICAL ANALYSIS OF PERTURBED LIMIT CYCLE PROCESSES USING NONLINEAR TIME SERIES MODELS
• On nonlinear models for time series
• Multivariate arma models with generalized autoregressive linear innovation
• Parameter estimation for an exponential autoregressive time series model by the Newton search and multi-innovation theory
• Estimation in periodic restricted EXPAR(1) models
• Nonlinear least squares estimation of the periodic EXPAR(1) model
• Adaptive test for periodicity in restrictive EXPAR(p) models
• On some parameter estimation algorithms for the nonlinear exponential autoregressive model
• Two‐stage recursive identification algorithms for a class of nonlinear time series models with colored noise
• Parameter identification of a nonlinear radial basis function‐based state‐dependent autoregressive network with autoregressive noise via the filtering technique and the multiinnovation theory
• Three‐stage multi‐innovation parameter estimation for an exponential autoregressive time‐series model with moving average noise by using the data filtering technique
• A new autoregressive process driven by explanatory variables and past observations: an application to PM 2.5
• A generalized Burr mixture autoregressive models for modeling non linear time series
• Recursive search-based identification algorithms for the exponential autoregressive time series model with coloured noise
• Data filtering-based recursive identification for an exponential autoregressive moving average model by using the multi-innovation theory
• Moment estimation for uncertain moving average model with application to CO ₂ emission
• Identification algorithms for nonlinear exponential autoregressive model with unknown time-delay and colored noise
• On the periodic restricted EXPAR ( p ) models
• A data-driven test to compare two or multiple time series

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