On extrapolation in some non-linear ar(1) processes

DOI10.1080/03610929708831935MaRDI QIDQ4346827zbMATH OpenOpenAlexFDO

Authors Jiří Anděl

Publication date 21 October 1998

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929708831935

zbMATH Keywords

Markov processesnaive and least squares extrapolationsnonlinear autoregression

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• On least-squares and naïve extrapolations in a nonlinear AR(1) process
• Extrapolations in non-linear autoregressive processes.
• scientific article; zbMATH DE number 6026893
• On nonparametric estimation in nonlinear AR(1)-models

Cites work

• scientific article; zbMATH DE number 48093 (Why is no real title available?)
• NUMERICAL EVALUATION OF DISTRIBUTIONS IN NON-LINEAR AUTOREGRESSION

Cited in

(4)

• On least-squares and naïve extrapolations in a nonlinear AR(1) process
• Nonlinear extrapolation algorithm for realization of a scalar random process
• Extrapolations in non-linear autoregressive processes.
• scientific article; zbMATH DE number 6026893 (Why is no real title available?)

This page was built for publication: On extrapolation in some non-linear ar(1) processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4346827)