Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model
From MaRDI portal
Publication:3911904
DOI10.1093/biomet/68.1.189zbMath0462.62070OpenAlexW2031768652MaRDI QIDQ3911904
No author found.
Publication date: 1981
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/68.1.189
estimationlimit cycleCanadian lynx dataamplitude-dependent autoregressive time series modelmodelling nonlinear random vibrations
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Random vibrations in mechanics of particles and systems (70L05)
Related Items
On inference for threshold autoregressive models. ⋮ ADAPTIVE PARAMETER ESTIMATION IN MULTIVARIATE SELF-EXCITING THRESHOLD AUTOREGRESSIVE MODELS ⋮ Estimation in nonlinear time series models ⋮ THE STATISTICAL ANALYSIS OF PERTURBED LIMIT CYCLE PROCESSES USING NONLINEAR TIME SERIES MODELS ⋮ Large sample inference for conditional exponential families with applications to nonlinear time series ⋮ On weighted \(U\)-statistics for stationary processes. ⋮ The univariate MT-STAR model and a new linearity and unit root test procedure ⋮ Robust heart rate variability analysis by generalized entropy minimization ⋮ Testing for a unit root in a stationary ESTAR process ⋮ Density estimation for nonlinear parametric models with conditional heteroscedasticity ⋮ Optimal rank-based detection of exponential component in autoregressive models ⋮ A semiparametric approach for modeling partially linear autoregressive model with skew normal innovations ⋮ Profile likelihood inferences on semiparametric varying-coefficient partially linear models ⋮ The Asymptotic Behavior of INAR (p) Models ⋮ A new nonlinearity test to circumvent the limitation of Volterra expansion with application ⋮ Current developments in time series modelling ⋮ QUASI-LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS ⋮ Detecting exponential component in autoregressive models: comparative study between several tests of nonlinearity ⋮ A COMPARATIVE STUDY OF VARIOUS UNIVARIATE TIME SERIES MODELS FOR CANADIAN LYNX DATA ⋮ Nonlinear semiparametric AR(1) model with skew-symmetric innovations ⋮ Estimation in periodic restricted EXPAR(1) models ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Lag selection and model specification testing in nonparametric autoregressive conditional heteroscedastic models ⋮ Kernel estimation for time series: an asymptotic theory ⋮ Stationarity and second-order properties of a scalar-valued nonlinear time series with Gaussian residuals ⋮ Nonlinear Poisson autoregression ⋮ Asymptotic theory for curve-crossing analysis ⋮ Adaptive test for periodicity in restrictive EXPAR(p) models ⋮ Aligned signed-rank tests of a linear autoregressive model against an exponential autoregressive one ⋮ Two‐stage recursive identification algorithms for a class of nonlinear time series models with colored noise ⋮ Three‐stage multi‐innovation parameter estimation for an exponential autoregressive time‐series model with moving average noise by using the data filtering technique ⋮ A new autoregressive process driven by explanatory variables and past observations: an application to PM 2.5 ⋮ Fitting the exponential autoregressive model through recursive search ⋮ Bayesian analysis of the functional-coefficient autoregressive heteroscedastic model ⋮ Generalized exponential autoregressive models for nonlinear time series: stationarity, estimation and applications ⋮ Spline estimation of partially linear regression models for time series with correlated errors ⋮ The Marginal Density of a TMA(1) Process ⋮ Wavelet estimation of functional coefficient regression models ⋮ On weak dependence conditions for Poisson autoregressions ⋮ State-domain change point detection for nonlinear time series regression ⋮ Penalized Spline Estimation for Varying-Coefficient Models ⋮ Measuring Time Series Predictability Using Support Vector Regression ⋮ Modeling nonlinear processes with generalized autoregressions ⋮ Threshold variable selection by wavelets in open-loop threshold autoregressive models ⋮ Nonlinear system theory: Another look at dependence ⋮ Estimating function approach for CHARN models ⋮ Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models ⋮ Confidence bands in nonparametric time series regression ⋮ Nonlinear ARMA models with functional MA coefficients ⋮ Comparison study of AR models on the Canadian lynx data: A close look at BDS statistic ⋮ Some recent progress in count time series ⋮ Nonparametric bootstrap tests for neglected nonlinearity in time series regression models∗ ⋮ Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model ⋮ Semiparametric estimation of volatility: some models and complexity choice in the adaptive functional-coefficient class ⋮ Fitting piecewise linear threshold autoregressive models by means of genetic algorithms ⋮ Single-index coefficient models for nonlinear time series ⋮ Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder) ⋮ Intervention analysis with nonlinear dependent noise variation ⋮ Spline estimation of functional coefficient regression models for time series with correlated errors ⋮ Penalized spline estimation for functional coefficient regression models ⋮ Outliers in functional autoregressive time series ⋮ Optimized regression models for time series ⋮ SUP-TESTS FOR LINEARITY IN A GENERAL NONLINEAR AR(1) MODEL ⋮ Estimating m-regimes STAR-GARCH model using QMLE with parameter transformation ⋮ The stationarity and invertibility of a class of nonlinear ARMA models ⋮ Parametric and nonparametric models and methods in financial econometrics ⋮ A test of linearity against functional coefficient autoregressive models ⋮ Nonlinearity tests in time series analysis ⋮ U. S. and Canadian industrial production indices as coupled oscillators ⋮ Exploiting the interpretability and forecasting ability of the RBF-AR model for nonlinear time series ⋮ Generalised kernel smoothing for non-negative stationary ergodic processes ⋮ Strong approximation for a class of stationary processes ⋮ Nonparametric model validations for hidden Markov models with applications in financial econometrics ⋮ Proportional functional coefficient time series models ⋮ Bartlett's formula for a general class of nonlinear processes ⋮ Statistical inference for single-index-driven varying-coefficient time series model with explanatory variables ⋮ Test for periodicity in restrictive EXPAR models ⋮ Tests for Linearity in Star Models: Supwald and Lm-Type Tests ⋮ Detection of EXPAR nonlinearity in the presence of a nuisance unidentified under the null hypothesis ⋮ Unnamed Item ⋮ On nonlinear models for time series ⋮ Bandwidth selection through cross-validation for semi-parametric varying-coefficient partially linear models ⋮ PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS ⋮ On some parameter estimation algorithms for the nonlinear exponential autoregressive model ⋮ A diagnostic statistic for functional-coefficient autoregressive models ⋮ Nonparametric vector autoregression ⋮ Improved method of sea level forecasting at Venice (Northern Adriatic sea) ⋮ Adaptive parameter estimation in self-exciting threshold autoregressive models ⋮ Comprehensively testing linearity hypothesis using the smooth transition autoregressive model ⋮ On the complex dynamics of functional-coefficients nonlinear autoregressive time series models ⋮ Parameter estimation for an exponential autoregressive time series model by the Newton search and multi-innovation theory ⋮ Testing for neglected nonlinearity in regression models based on the theory of random fields
