Publication:3928089
From MaRDI portal
zbMath0473.62079MaRDI QIDQ3928089
Publication date: 1981
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
Related Items
Maximum likelihood estimation in space time bilinear models, [1]Modeling dynamic systems by using the nonlinear difference equations based on genetic programming], Separable lower triangular bilinear model, Propriétés dans L2et estimation des processus purement bilinéaires et strictement superdiagonaux à coefficients périodiques, Genetically evolved models and normality of their fitted residuals, Estimating linear representations of nonlinear processes, The stationarity and invertibility of a class of nonlinear ARMA models, Testing the functions defining a nonlinear autoregressive time series, Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results, Detection of outliers and patches in bilinear time series models, A note on the invertibility of nonlinear ARMA models, Bilinear Markovian representation and bilinear models, Current developments in time series modelling, Stationarity and invertibility of simple bilinear models, Optimal rank-based tests against first-order superdiagonal bilinear dependence, Nonlinear modeling and prediction by successive approximation using radial basis functions, Potential problems in estimating bilinear time-series models, A new preliminary estimator for MA(1) models, Detection of additive outliers in bilinear time series, Estimation of nonlinear time series with conditional heteroscedastic variances by iteratively weighted least squares, Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes., On the selection of subset bilinear time series models: a genetic algorithm approach, Nonlinear system identification and adaptive control using polynomial networks, Spectral and wavelet methods for the analysis of nonlinear and nonstationary time series, Parameter identification for nonlinear systems: guaranteed confidence regions through LSCR, Properties of a simple bilinear stochastic model: Estimation and predictability, Improved method of sea level forecasting at Venice (Northern Adriatic sea), BILINEAR TERM STRUCTURE MODEL, Nonlinear ARMA models with functional MA coefficients, Nonlinearity tests in time series analysis
