The estimation of a nonlinear moving average model
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 3395169 (Why is no real title available?)
- scientific article; zbMATH DE number 3068821 (Why is no real title available?)
- Martingale Central Limit Theorems
- On Limit Theorems for Quadratic Functions of Discrete Time Series
- On the $L_p$-Convergence for $n^{-1/p} S_n, 0 < p < 2^1$
- The asymptotic theory of linear time-series models
Cited in
(16)- A new method to mitigate data fluctuations for time series prediction
- Times series models with thresholds
- A Statistical Method for the Determination of the Appropriate Order in a General Class of Time Series Models
- On moving-average models with feedback
- A note on the invertibility of nonlinear ARMA models
- A note on moving-average models with feedback
- A TEST FOR NON-LINEARITY OF PREDICTION IN TIME SERIES
- Nonlinear time series with long memory: A model for stochastic volatility
- A nonparametric goodness-of-fit test for a class of parametric autoregressive models
- ADAPTIVE SEMIPARAMETRIC ESTIMATION IN THE PRESENCE OF AUTOCORRELATION OF UNKNOWN FORM
- scientific article; zbMATH DE number 6027064 (Why is no real title available?)
- Analysis of drawdowns and drawups in the US$ interest-rate market
- NONPARAMETRIC ESTIMATORS FOR TIME SERIES
- Estimation in nonlinear time series models
- On the invertibility of time series models
- On nonlinear models for time series
This page was built for publication: The estimation of a nonlinear moving average model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1238201)
