scientific article; zbMATH DE number 529786

zbMATH Open0793.62049MaRDI QIDQ4285552FDOQ4285552

Authors: Tep Sastri, Gi-Nam Wang 

Publication date: 24 March 1994

Title of this publication is not available (Why is that?)

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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)

Cited In (8)

• Title not available (Why is that?)
• Adaptive identification of a modified ARMA lattice model
• ASMO—Dan algorithm for adaptive spline modelling of observation data
• Adaptive linear finite-element method for modelling nonlinear dynamic systems
• Adaptive matching pursuit of NARX models with spline basis functions
• Title not available (Why is that?)
• A method for model identification and parameter estimation
• Dynamic adaptive partitioning for nonlinear time series

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