Statistical analysis of nonlinear and nonGaussian time series

MaRDI QIDQ4357570zbMATH OpenFDO

Authors T. Subba Rao

Publication date 25 September 1997

zbMATH Keywords

higher order spectrareviewstationary nonlinear time seriesVolterra series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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Cited in

(23)

• Bilinear stochastic models and related problems of nonlinear time series analysis. A frequency domain approach
• On the stability and causality of general time-dependent bilinear models.
• Properties of some bilinear models with periodic regime switching
• A note on the properties of some time varying bilinear models.
• Statistical analysis of geopotential height (GH) timeseries based on Tsallis non-extensive statistical mechanics
• Evolutionary transfer functions of bilinear processes with time-varying coefficients
• A note on the stability and causality of general time-dependent bilinear models
• Yule-Walker type estimators in periodic bilinear models: strong consistency and asymptotic normality
• Multitaper analysis of nonstationary and nonlinear time series data
• An innovation approach to non-Gaussian time series analysis
• scientific article; zbMATH DE number 3854250 (Why is no real title available?)
• scientific article; zbMATH DE number 3860226 (Why is no real title available?)
• Modelling and analysis of non-linear time series
• scientific article; zbMATH DE number 4077099 (Why is no real title available?)
• On nonlinear models for time series
• scientific article; zbMATH DE number 1263801 (Why is no real title available?)
• Nonlinear time series -- bifurcation, chaos, and stationarity
• scientific article; zbMATH DE number 194951 (Why is no real title available?)
• Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives
• Some Recent Developments in Time Series Analysis: II, Correspondent Paper
• Propriétés dans L²et estimation des processus purement bilinéaires et strictement superdiagonaux à coefficients périodiques
• Variance decompositions of nonlinear time series using stochastic simulation and sensitivity analysis
• Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results

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