Relative curvature measures of nonlinearity for time series models

DOI10.1080/03610919408813178zbMATH Open0825.62042OpenAlexW2054298488MaRDI QIDQ4844148FDOQ4844148

Authors: Nalini Ravishanker 

Publication date: 20 August 1995

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919408813178

Recommendations

• Relative curvature measure for heteroscedastic or non normal nonlinear regression
• scientific article; zbMATH DE number 1069594
• Nonparametric curve estimation from time series
• On nonlinear models for time series
• scientific article; zbMATH DE number 2104215
• scientific article; zbMATH DE number 510478
• On the estimation of nonlinear time series models
• On a class of nonlinear time series models for biological population abundance data

zbMATH Keywords

confidence regionslocal linear approximationautoregressive moving average modelsintrinsic curvatureparameter-effects curvature

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Defining the curvature of a statistical problem (with applications to second order efficiency)
• Time series: theory and methods
• Title not available (Why is that?)
• DIFFERENTIAL GEOMETRY OF ARMA MODELS
• Calculation of intrinsic and parameter-effects curvatures for nonlinear regression models
• Computational Experience with Confidence Regions and Confidence Intervals for Nonlinear Least Squares
• Accounting for intrinsic nonlinearity in nonlinear regression parameter inference regions

Cited In (1)

• DIFFERENTIAL GEOMETRY OF ARMA MODELS

This page was built for publication: Relative curvature measures of nonlinearity for time series models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4844148)