Relative curvature measures of nonlinearity for time series models

DOI10.1080/03610919408813178MaRDI QIDQ4844148zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

confidence regionslocal linear approximationautoregressive moving average modelsintrinsic curvatureparameter-effects curvature

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• scientific article; zbMATH DE number 3913478 (Why is no real title available?)
• Accounting for intrinsic nonlinearity in nonlinear regression parameter inference regions
• Calculation of intrinsic and parameter-effects curvatures for nonlinear regression models
• Computational Experience with Confidence Regions and Confidence Intervals for Nonlinear Least Squares
• DIFFERENTIAL GEOMETRY OF ARMA MODELS
• Defining the curvature of a statistical problem (with applications to second order efficiency)
• Time series: theory and methods

Cited in

(1)

• DIFFERENTIAL GEOMETRY OF ARMA MODELS

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