Non-linear threshold autoregressive models for non-linear random vibrations
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Publication:3910135
DOI10.2307/3213290zbMath0459.73077OpenAlexW2312703089MaRDI QIDQ3910135
Publication date: 1981
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3213290
limit cyclesingular pointstationarityvan der Pol equationautoregressive modelthreshold modeljump phenomenaduffing equationnon-linear time series modelamplitude-dependent frequencynon- linear vibrations
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random vibrations in dynamical problems in solid mechanics (74H50)
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