scientific article; zbMATH DE number 529786

MaRDI QIDQ4285552zbMATH OpenFDO

Authors Tep Sastri, Gi-Nam Wang

Publication date 24 March 1994

zbMATH Keywords

threshold autoregressive modelsnon-stationaryimproved modelLevinson-Durbin algorithmnonlinear time series modelingadaptive model identification methodadaptive sequential segmentationsautomatic sequential fitting of piece- wise stationary modelsspline-fitting approach

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99) Sequential statistical analysis (62L10) Identification in stochastic control theory (93E12)

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