scientific article; zbMATH DE number 3742451

zbMATH Open0473.62079MaRDI QIDQ3928089FDOQ3928089

Authors: T. Subba Rao 

Publication date: 1981

Title of this publication is not available (Why is that?)

Mathematics Subject Classification ID

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

Cited In (53)

• A General Framework for Constructing Locally Self-Normalized Multiple-Change-Point Tests
• On a matrix-valued autoregressive model
• Quadratic prediction of time series via auto-cumulants
• Current developments in time series modelling
• A bivariate integer-valued bilinear autoregressive model with random coefficients
• Spectral and wavelet methods for the analysis of nonlinear and nonstationary time series
• Nonlinear modeling and prediction by successive approximation using radial basis functions
• Nonlinear system identification and adaptive control using polynomial networks
• Propriétés dans L²et estimation des processus purement bilinéaires et strictement superdiagonaux à coefficients périodiques
• On the selection of subset bilinear time series models: a genetic algorithm approach
• Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes.
• Bilinear term structure model
• Potential problems in estimating bilinear time-series models
• Maximum likelihood estimation in space time bilinear models
• Detection of additive outliers in bilinear time series
• Separable lower triangular bilinear model
• Genetically evolved models and normality of their fitted residuals
• The stationarity and invertibility of a class of nonlinear ARMA models
• M-estimates of autoregression with random coefficients
• ]Modeling dynamic systems by using the nonlinear difference equations based on genetic programming
• An integer-valued bilinear time series model via two random operators
• Identification of stable elementary bilinear time-series model
• INFERENCE FOR A SPECIAL BILINEAR TIME-SERIES MODEL
• A note on the invertibility of nonlinear ARMA models
• A special integer-valued bilinear time series model with applications
• Interval estimation for a simple bilinear model
• Parameter identification for nonlinear systems: guaranteed confidence regions through LSCR
• Assessing DSGE model nonlinearities
• Stationarity and invertibility of simple bilinear models
• Improved method of sea level forecasting at Venice (Northern Adriatic sea)
• Estimation of nonlinear time series with conditional heteroscedastic variances by iteratively weighted least squares
• Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results
• Covariance analysis of the squares of the purely diagonal bilinear time series models
• Detection of outliers and patches in bilinear time series models
• Integer-valued bilinear time series model with signed generalized power series thinning operator
• Integer-valued bilinear model with dependent counting series
• An exponential autoregressive model for the forecasting of annual sunspots number
• Testing for Serial Independence: Beyond the Portmanteau Approach
• Parameter estimation of Markov switching bilinear model using the (EM) algorithm
• Probabilistic Time Series Forecasts with Autoregressive Transformation Models
• Testing the functions defining a nonlinear autoregressive time series
• A new preliminary estimator for MA(1) models
• Nonlinear ARMA models with functional MA coefficients
• Estimating linear representations of nonlinear processes
• Artificial neural networks in time series forecasting: a comparative analysis.
• Stationary integrated ARCH(\(\infty\)) and AR(\(\infty\)) processes with finite variance
• The ARMA alphabet soup: a tour of ARMA model variants
• Nonlinearity tests in time series analysis
• Pseudo-Gaussian and rank-based tests for first-order superdiagonal bilinear models in panel data
• Optimal rank-based tests against first-order superdiagonal bilinear dependence
• Properties of a simple bilinear stochastic model: Estimation and predictability
• A distance-based test of independence between two multivariate time series
• Bilinear Markovian representation and bilinear models

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