Nonlinear positive ar(2) processes

DOI10.1080/02331889008802269MaRDI QIDQ3200432zbMATH OpenOpenAlexFDO

Authors 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)

Recommendations

• Nonlinear nonnegative ar(1) processes
• NON-NEGATIVE AUTOREGRESSIVE PROCESSES
• An estimator for parameters of a nonlinear nonnegative multidimensional AR(1) process
• Bayesian analysis of non-negative ar(2) processes
• Estimation for autoregressive processes with positive innovations

Cites work

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

Cited in

(6)

• Nonlinear nonnegative ar(1) processes
• scientific article; zbMATH DE number 179179 (Why is no real title available?)
• scientific article; zbMATH DE number 97563 (Why is no real title available?)
• 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

This page was built for publication: Nonlinear positive ar(2) processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3200432)