scientific article; zbMATH DE number 4001259

MaRDI QIDQ4727239zbMATH OpenFDO

Authors M. B. Priestley

Publication date 1987

zbMATH Keywords

algorithmautoregressive-moving-averagebilinear time seriesexponential autoregressionidentificationKalman filternonlinear modelsstate-dependent modelsstate-space representationthreshold autoregressionstime series analysis

Mathematics Subject Classification ID

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

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• State-dependent vector hybrid linear and nonlinear ARMA modeling: Theory
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