scientific article; zbMATH DE number 4001259

MaRDI QIDQ4727239zbMATH OpenFDO

Authors M. B. Priestley

Publication date 1987

zbMATH Keywords

Kalman filteridentificationalgorithmnonlinear modelstime series analysisstate-space representationbilinear time seriesstate-dependent modelsthreshold autoregressionsexponential autoregressionautoregressive-moving-average

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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• Adjusted jackknife empirical likelihood for stationary ARMA and ARFIMA models
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• scientific article; zbMATH DE number 1834018 (Why is no real title available?)
• State-dependent vector hybrid linear and nonlinear ARMA modeling: Theory
• Some Recent Developments in Time Series Analysis. III, Correspondent Paper

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