scientific article; zbMATH DE number 4001259

zbMATH Open0617.62092MaRDI QIDQ4727239FDOQ4727239

Authors: M. B. Priestley 

Publication date: 1987

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

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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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• Current developments in time series modelling
• Some Recent Developments in Time Series Analysis. III, Correspondent Paper
• Innovations in multiple time series analysis
• State-dependent vector hybrid linear and nonlinear ARMA modeling: Applications
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• State-dependent vector hybrid linear and nonlinear ARMA modeling: Theory
• Adjusted jackknife empirical likelihood for stationary ARMA and ARFIMA models

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