Threshold models in non-linear time series analysis
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Publication:595307
zbMath0527.62083MaRDI QIDQ595307
Publication date: 1983
Published in: Lecture Notes in Statistics (Search for Journal in Brave)
limit cyclesnonlinear oscillationsthreshold modelsAIC criterionnonlinear time series analysisecologynonlinear filtersunspot numbersautoregressionslocal linearisation of inverse functionmodelling of time seriesriverflow data
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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