scientific article; zbMATH DE number 3535521

zbMATH Open0343.62080MaRDI QIDQ4112809FDOQ4112809

Authors: Tohru Ozaki, Howell Tong 

Publication date: 1975

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 (9)

• Threshold models in time series analysis -- some reflections
• Time-varying parameter auto-regressive models for autocovariance nonstationary time series
• A procedure for the modeling of non-stationary time series
• Estimation of the arrival times of seismic waves by multivariate time series model
• Discussion of `An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models' by Battaglia and Protopapas
• An approach to the nonstationary process analysis
• Analysis and simulation of strong earthquake ground motions using ARMA models
• Estimating and testing for smooth structural changes in moment condition models
• ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS

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