Nonlinear nonnegative ar(1) processes

DOI10.1080/03610928908830139MaRDI QIDQ3474138zbMATH OpenOpenAlexFDO

Authors Jiří Anděl

Publication date 1989

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

Full work available at URL https://doi.org/10.1080/03610928908830139

zbMATH Keywords

stationaritystrongly consistentwhite noise

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

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

Cited in

(8)

• Non-negative linear processes
• Nonparametric recursive estimation in nonlinear ARX-models
• An estimator for parameters of a nonlinear nonnegative multidimensional AR(1) process
• Estimation of the mean of some stationary markov sequences
• Nonlinear positive ar(2) processes
• Bayesian analysis of non-negative ar(2) processes
• scientific article; zbMATH DE number 179179 (Why is no real title available?)
• NON‐NEGATIVE AUTOREGRESSIVE MODELS

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