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

DOI10.1080/03610918.2015.1044615MaRDI QIDQ5267928zbMATH OpenOpenAlexFDO

Authors 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)

Recommendations

• A note on some properties of the ESTAR model
• Functional-Coefficient Autoregressive Models
• On nonlinear models for time series
• Functional-Coefficient Regression Models for Nonlinear Time Series
• Nonlinear ARMA models with functional MA coefficients

Cites work

• scientific article; zbMATH DE number 3701824 (Why is no real title available?)
• scientific article; zbMATH DE number 3591256 (Why is no real title available?)
• scientific article; zbMATH DE number 826247 (Why is no real title available?)
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• 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
• Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model
• Nonlinear dynamics of chaotic and stochastic systems. Tutorial and modern developments
• On the theory of continuous time series

Cited in

(4)

• 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
• Generation of chaos in autoregressive time series
• Dynamics and stability of a new class of nonlinear integrated models with resilience mechanisms

This page was built for publication: On the complex dynamics of functional-coefficients nonlinear autoregressive time series models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5267928)