scientific article; zbMATH DE number 1069604

MaRDI QIDQ4356566zbMATH OpenFDO

Authors

Publication date 5 February 1998

zbMATH Keywords

double integrated autoregressive modelsgeneralized random walkslinearizationnonlinear and non-stationary time seriespseudo-linear modelstransfer function models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

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(16)

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• Regional importance effect analysis of the input variables on failure probability and its state dependent parameter estimation
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