scientific article; zbMATH DE number 218696

MaRDI QIDQ4694355zbMATH OpenFDO

Authors Dominique Guegan

Publication date 29 June 1993

zbMATH Keywords

\(\text{ARCH}(p)\) noise modelasymptotic distribution of Glasbey's statisticbilinear modelconsistency methodhigher order momentsMarkovian processesnonlinear modelsnonlinear time series modelsorder identificationpredictionrecurrence relations on third order momentssuperdiagonal modelthreshold models

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

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