Pages that link to "Item:Q3911904"
From MaRDI portal
The following pages link to Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model (Q3911904):
Displaying 50 items.
- On weak dependence conditions for Poisson autoregressions (Q433580) (← links)
- Estimating function approach for CHARN models (Q475342) (← links)
- Estimating m-regimes STAR-GARCH model using QMLE with parameter transformation (Q543456) (← links)
- The stationarity and invertibility of a class of nonlinear ARMA models (Q547390) (← links)
- Kernel estimation for time series: an asymptotic theory (Q608217) (← links)
- Comparison study of AR models on the Canadian lynx data: A close look at BDS statistic (Q671341) (← links)
- Intervention analysis with nonlinear dependent noise variation (Q689483) (← links)
- Nonparametric model validations for hidden Markov models with applications in financial econometrics (Q737900) (← links)
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models (Q850718) (← links)
- Asymptotic theory for curve-crossing analysis (Q886113) (← links)
- Bayesian analysis of the functional-coefficient autoregressive heteroscedastic model (Q899028) (← links)
- Modeling nonlinear processes with generalized autoregressions (Q921784) (← links)
- Confidence bands in nonparametric time series regression (Q939666) (← links)
- Fitting piecewise linear threshold autoregressive models by means of genetic algorithms (Q957007) (← links)
- Penalized spline estimation for functional coefficient regression models (Q962336) (← links)
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- Strong approximation for a class of stationary processes (Q1001848) (← links)
- Proportional functional coefficient time series models (Q1007454) (← links)
- Estimation in nonlinear time series models (Q1079909) (← links)
- Current developments in time series modelling (Q1117656) (← links)
- Stationarity and second-order properties of a scalar-valued nonlinear time series with Gaussian residuals (Q1129491) (← links)
- Nonparametric vector autoregression (Q1299541) (← links)
- Large sample inference for conditional exponential families with applications to nonlinear time series (Q1330176) (← links)
- The univariate MT-STAR model and a new linearity and unit root test procedure (Q1623501) (← links)
- Robust heart rate variability analysis by generalized entropy minimization (Q1623748) (← links)
- Testing for neglected nonlinearity in regression models based on the theory of random fields (Q1871563) (← links)
- On inference for threshold autoregressive models. (Q1872852) (← links)
- On weighted \(U\)-statistics for stationary processes. (Q1879839) (← links)
- Nonlinear Poisson autoregression (Q1925990) (← links)
- Threshold variable selection by wavelets in open-loop threshold autoregressive models (Q1962219) (← links)
- Statistical inference for single-index-driven varying-coefficient time series model with explanatory variables (Q2047428) (← links)
- Detection of EXPAR nonlinearity in the presence of a nuisance unidentified under the null hypothesis (Q2061745) (← links)
- A semiparametric approach for modeling partially linear autoregressive model with skew normal innovations (Q2142418) (← links)
- Generalized exponential autoregressive models for nonlinear time series: stationarity, estimation and applications (Q2195454) (← links)
- Spline estimation of functional coefficient regression models for time series with correlated errors (Q2251711) (← links)
- A new nonlinearity test to circumvent the limitation of Volterra expansion with application (Q2398407) (← links)
- Lag selection and model specification testing in nonparametric autoregressive conditional heteroscedastic models (Q2409623) (← links)
- Fitting the exponential autoregressive model through recursive search (Q2423988) (← links)
- Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder) (Q2477585) (← links)
- Outliers in functional autoregressive time series (Q2483872) (← links)
- Improved method of sea level forecasting at Venice (Northern Adriatic sea) (Q2571764) (← links)
- Density estimation for nonlinear parametric models with conditional heteroscedasticity (Q2630164) (← links)
- State-domain change point detection for nonlinear time series regression (Q2697972) (← links)
- Nonparametric bootstrap tests for neglected nonlinearity in time series regression models<sup>∗</sup> (Q2744171) (← links)
- Exploiting the interpretability and forecasting ability of the RBF-AR model for nonlinear time series (Q2798518) (← links)
- Test for periodicity in restrictive EXPAR models (Q2815943) (← links)
- Tests for Linearity in Star Models: Supwald and Lm-Type Tests (Q2817313) (← links)
- The Asymptotic Behavior of INAR (<i>p</i>) Models (Q2921853) (← links)
- QUASI-LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS (Q2933190) (← links)
- Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model (Q3019209) (← links)
