Nonlinear positive ar(2) processes

DOI10.1080/02331889008802269zbMATH Open0714.62087OpenAlexW2086564755MaRDI QIDQ3200432FDOQ3200432

Jiří Anděl

Publication date: 1990

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889008802269

zbMATH Keywords

autoregressive processstrongly consistent estimatorsnonlinear processstrict white noisenonlinear positive AR(2) processespositive variables

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear programming (90C05) Applications of mathematical programming (90C90) General second-order stochastic processes (60G12)

Cites Work

• On nonlinear models for time series
• Infrence for non-negative autoregressive schemes
• On ar(1) processes with exponential white noise
• NON-NEGATIVE AUTOREGRESSIVE PROCESSES
• Nonlinear nonnegative ar(1) processes
• Note on parameter estimation for general non–linear time series models

Cited In (6)

• Nonlinear nonnegative ar(1) processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Estimation for autoregressive processes with positive innovations
• An estimator for parameters of a nonlinear nonnegative multidimensional AR(1) process
• Bayesian analysis of non-negative ar(2) processes

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