scientific article; zbMATH DE number 813721

MaRDI QIDQ4854059zbMATH OpenFDO

Authors Carlo Grillenzoni

Publication date 11 December 1995

zbMATH Keywords

algorithmsARMA representationmultilinear modelsnonlinear time seriesparameter estimationstructure identificationsubset modelstime-varying coefficients

Mathematics Subject Classification ID

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

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(8)

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• Transformations between input-output multistructural models : properties and applications
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• TIME VARYING, NONLINEAR AR MODEL IDENTIFICATION: LAINIOTIS' MULTI MODEL METHODOLOGY
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• Nonlinear autoregressive models with optimality properties

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