ESTIMATION FOR NON-LINEAR TIME SERIES MODELS USING ESTIMATING EQUATIONS

DOI10.1111/j.1467-9892.1988.tb00457.xzbMath0638.62083MaRDI QIDQ3779616

Bovas Abraham, A. Thavaneswaran

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1988.tb00457.x

zbMATH Keywords

Kalman filter; optimal estimating equations; nonlinear state-space model; threshold autoregressive process; recursive estimation procedure; doubly stochastic time series; nonlinear time series estimation

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62M09: Non-Markovian processes: estimation

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Cites Work

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