An estimator for parameters of a nonlinear nonnegative multidimensional AR(1) process

DOI10.1023/A:1022290419411MaRDI QIDQ1979010zbMATHFDO

Authors Jiří Anděl

Publication date 22 May 2000

Published in Applications of Mathematics (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/33017

zbMATH Keywords

autoregressive processesnonlinear processesmultidimensional processesnonnegative processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

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• Una clase de estimadores para los parametros de un proceso AR(1), obtenidos a partir de estimaciones no parametricas previas
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• scientific article; zbMATH DE number 151787
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Cites work

• scientific article; zbMATH DE number 4111693 (Why is no real title available?)
• scientific article; zbMATH DE number 48093 (Why is no real title available?)
• ESTIMATION FOR REGRESSIVE AND AUTOREGRESSIVE MODELS WITH NON-NEGATIVE RESIDUAL ERRORS
• Estimation for autoregressive processes with positive innovations
• Estimation for first-order autoregressive processes with positive or bounded innovations
• Infrence for non-negative autoregressive schemes
• NON-NEGATIVE AUTOREGRESSIVE PROCESSES
• NON‐NEGATIVE AUTOREGRESSIVE MODELS
• Nonlinear nonnegative ar(1) processes
• Nonlinear positive ar(2) processes
• On ar(1) processes with exponential white noise

Cited in

(5)

• Nonlinear positive ar(2) processes
• ESTIMATION FOR NONNEGATIVE AUTOREGRESSIVE PROCESSES WITH AN UNKNOWN LOCATION PARAMETER
• scientific article; zbMATH DE number 151787 (Why is no real title available?)
• scientific article; zbMATH DE number 179179 (Why is no real title available?)
• Nonlinear nonnegative ar(1) processes

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