Nonlinear autoregressive processes

DOI10.1098/RSPA.1978.0058MaRDI QIDQ4157847zbMATH OpenOpenAlexFDO

Authors

Publication date 1978

Published in Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1098/rspa.1978.0058

Mathematics Subject Classification ID

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

Cited in

(39)

• Estimation in nonlinear time series models
• Verifying irreducibility and continuity of a nonlinear time series
• Population models with environmental stochasticity
• Large sample inference for conditional exponential families with applications to nonlinear time series
• Towards a general theory for nonlinear locally stationary processes
• Bispectral-based methods for clustering time series
• Regression-type inference in nonparametric autoregression
• Kernel regression uniform rate estimation for censored data under \(\alpha\)-mixing condition
• Asymptotic normality of the relative error regression function estimator for censored and time series data
• Asymptotic normality of a robust estimator of the regression function for functional time series data
• Non parametric regression quantile estimation for dependent functional data under random censorship: asymptotic normality
• Weak identification in the ESTAR model and a new model
• Nonparametric quantile regression estimation for functional dependent data
• scientific article; zbMATH DE number 3872513 (Why is no real title available?)
• scientific article; zbMATH DE number 4149261 (Why is no real title available?)
• Asymptotic Results of a Nonparametric Conditional Quantile Estimator for Functional Time Series
• Robust recursive estimation in nonlinear time series
• Estimation based on one step ahead prediction versus estimation based on multi-step ahead prediction
• Bayesian analysis of threshold autoregressions
• On nonlinear models for time series
• Asymptotic estimation of a non-linear infinite filter. application to the estimation of volterra series
• Strong uniform consistency of a nonparametric estimator of a conditional quantile for censored dependent data and functional regressors
• Asymptotic normality of kernel estimators of the conditional mode under strong mixing hypothesis
• scientific article; zbMATH DE number 7578230 (Why is no real title available?)
• Note on conditional mode estimation for functional dependent data
• Strong Approximation of Quantile Function for Strong Mixing and Censored Processes
• Relative error prediction: Strong uniform consistency for censoring time series model
• Double smoothing local linear estimation in nonlinear time series
• Correlation integral for stationary Gaussian time series
• The scalar-on-function modal regression for functional time series data
• Some asymptotic results of a non-parametric conditional mode estimator for functional time-series data
• Nonlinear time series classification using bispectrum-based deep convolutional neural networks
• Semi-recursive kernel conditional density estimators under random censorship and dependent data
• Bootstrap prediction inference of nonlinear autoregressive models
• A simple additivity test for conditionally heteroscedastic nonlinear autoregression
• Some developments in semiparametric statistics
• Estimation of nonlinear autoregressive models using design-adapted wavelets
• Testing the functions defining a nonlinear autoregressive time series
• A bootstrap test for the comparison of nonlinear time series

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