scientific article; zbMATH DE number 3742453

zbMATH Open0473.62081MaRDI QIDQ3928091FDOQ3928091

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Publication date: 1980

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zbMATH Keywords

stabilityinformation criterionnon-linear vibrationstime irreversibilityHouseholder transformationsnon-linear time series modelsnon-linear autoregressioneventual forecasting function

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Multivariate distribution of statistics (62H10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Inference from stochastic processes and prediction (62M20) Inference from stochastic processes and spectral analysis (62M15)

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• Bispectral-based methods for clustering time series
• Data science, big data and statistics
• First-order random coefficients integer-valued threshold autoregressive processes
• Fitting piecewise linear threshold autoregressive models by means of genetic algorithms
• A hidden Markov regime-switching smooth transition model
• Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets
• Dynamics of local search trajectory in traveling salesman problem
• A generalization of random matrix theory and its application to statistical physics
• Estimation of a multiple-threshold \(AR(p)\) model
• Forecasting with univariate TAR models
• Order selection in nonlinear time series models with application to the study of cell memory
• Using genetic algorithms to parameters \((d,r)\) estimation for threshold autoregressive models
• Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity
• Local unit roots and global stationarity of TARMA models
• Semiparametric estimation for seasonal long-memory time series using generalized exponential models
• Evolutionary algorithm-based learning of fuzzy neural networks. II: Recurrent fuzzy neural networks
• Testing linearity against threshold effects: uniform inference in quantile regression
• An alternative approach to estimating demand: neural network regression with conditional volatility for high frequency air passenger arrivals
• A local unit root test in mean for financial time series
• Small sample properties of the conditional least squares estimator in SETAR models
• An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models
• State space reconstruction in the presence of noise
• Estimation in threshold autoregressive models with a stationary and a unit root regime
• Assessing DSGE model nonlinearities
• Convolutional autoregressive models for functional time series
• Threshold factor models for high-dimensional time series
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• Quantile self-exciting threshold autoregressive time series models
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• Asymptotic behavior of random coefficient INAR model under random environment defined by difference equation
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• Forecasting performance of exponential smooth transition autoregressive exchange rate models
• Diagnostic checking of multivariate nonlinear time series models with martingale difference errors
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• Fixed size confidence regions for parameters of threshold AR(1) models
• Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models
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• Selecting nonlinear time series models using information criteria
• Testing for nonlinearity in time series: the method of surrogate data
• Model-free forecasting for nonlinear time series (with application to exchange rates)
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• An integer-valued threshold autoregressive process based on negative binomial thinning
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• Autoregressive density modeling with the Gaussian process mixture transition distribution
• A Bayesian analysis of some threshold switching models
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• Intrinsic chaos and external noise in population dynamics
• Temporal clustering of time series via threshold autoregressive models: application to commodity prices
• Nonlinearity tests in time series analysis
• Bayesian analysis of multiple thresholds autoregressive model
• Wavelet shrinkage of a noisy dynamical system with non-linear noise impact
• Bayesian estimation of a multivariate TAR model when the noise process follows a Student-t distribution
• Money growth variability and output: evidence with credit card-augmented Divisia monetary aggregates
• Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules
• State-domain change point detection for nonlinear time series regression
• Clustering nonlinear, nonstationary time series using BSLEX
• Bayesian automatic parameter estimation of threshold autoregressive (TAR) models using Markov chain Monte Carlo (MCMC)
• Bootstrapping threshold autoregressive models
• Change-point problems: bibliography and review
• Predictive density criterion for SETAR models
• Threshold autoregression analysis for finite-range time series of counts with an application on measles data
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• A nonlinear time series approach to modelling asymmetry in stock market indexes
• Bayesian inference for order determination of double threshold variables autoregressive models
• Information criteria for nonlinear time series models
• Nonlinear modeling and prediction by successive approximation using radial basis functions
• A switching model with flexible threshold variable: with an application to nonlinear dynamics in stock returns

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