A COMPARATIVE STUDY OF VARIOUS UNIVARIATE TIME SERIES MODELS FOR CANADIAN LYNX DATA

DOI10.1111/J.1467-9892.1987.TB00430.XMaRDI QIDQ3747571zbMATH OpenOpenAlexFDO

Authors

Publication date 1987

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9892.1987.tb00430.x

zbMATH Keywords

simulation studyCanadian lynx datathreshold autoregressiveexponential autoregressive modelscomparison of time series modelsCampbell-Walker modelssubset autoregressive modelsubset bilinear models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99)

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Cites work

• scientific article; zbMATH DE number 3700075 (Why is no real title available?)
• Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model

Cited in

(7)

• Data mining in Canadian lynx time series
• Instability in regime switching models
• Transformed polynomials for nonlinear autoregressive models of the conditional mean
• Revisiting the Canadian Lynx Time Series Analysis Through TARMA Models
• Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models
• Nonlinear modeling and prediction by successive approximation using radial basis functions
• Specification, estimation, and evaluation of smooth transition autoregressive models

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