On the complex dynamics of functional-coefficients nonlinear autoregressive time series models

DOI10.1080/03610918.2015.1044615zbMATH Open1379.37138OpenAlexW2558828064MaRDI QIDQ5267928FDOQ5267928

A. Elhassanein

Publication date: 13 June 2017

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

Full work available at URL: https://doi.org/10.1080/03610918.2015.1044615

zbMATH Keywords

chaosbifurcationintermittencynonlinear autoregressive model

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Generation, random and stochastic difference and differential equations (37H10) White noise theory (60H40)

Cites Work

• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Title not available (Why is that?)
• Title not available (Why is that?)
• Nonlinear dynamics of chaotic and stochastic systems. Tutorial and modern developments
• Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model
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• On the theory of continuous time series
• Complex dynamics of a forced discretized version of the Mackey-Glass delay differential equation
• From the Perron-Frobenius equation to the Fokker-Planck equation.
• Modelling and analysis of non-linear time series

Cited In (2)

• On mathematical analysis of a discrete electrical lattice with nonlinear dispersion
• Complex dynamics of a forced discretized version of the Mackey-Glass delay differential equation

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