Nonlinear Autoregression with Positive Innovations
DOI10.1111/1467-842X.00026zbMATH Open0923.62092OpenAlexW2163894078MaRDI QIDQ4248162FDOQ4248162
Authors: Somnath Datta, George Mathew, W. P. McCormick 
Publication date: 31 October 1999
Published in: Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-842x.00026
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Cited In (11)
- Nonlinear autoregressive models with optimality properties
- Theory and inference for a class of nonlinear models with application to time series of counts
- Product autoregressive models for non-negative variables
- Linear programming-based estimators in simple linear regression
- ESTIMATION FOR REGRESSIVE AND AUTOREGRESSIVE MODELS WITH NON-NEGATIVE RESIDUAL ERRORS
- Estimating the innovation distribution in nonlinear autoregressive models
- Nonlinear semiparametric autoregressive model with finite mixtures of scale mixtures of skew normal innovations
- Testing Linearity for Network Autoregressive Models
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- Estimation for non-negative time series with heavy-tail innovations
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