Performance evaluation of methods for identifying continuous-time autoregressive processes

Automatica ◽  
2000 ◽  
Vol 36 (1) ◽  
pp. 53-59 ◽  
Author(s):  
T. Söderström ◽  
M. Mossberg
1994 ◽  
Vol 31 (4) ◽  
pp. 1103-1109 ◽  
Author(s):  
Rob J. Hyndman

Continuous-time threshold autoregressive (CTAR) processes have been developed in the past few years for modelling non-linear time series observed at irregular intervals. Several approximating processes are given here which are useful for simulation and inference. Each of the approximating processes implicitly defines conditions on the thresholds, thus providing greater understanding of the way in which boundary conditions arise.


Geoderma ◽  
2006 ◽  
Vol 134 (1-2) ◽  
pp. 135-151 ◽  
Author(s):  
Nazrul Islam ◽  
Wesley W. Wallender ◽  
Jeffrey P. Mitchell ◽  
Santhi Wicks ◽  
Richard E. Howitt

2009 ◽  
Vol 35 (5) ◽  
pp. 796-812 ◽  
Author(s):  
Richard G.P. Lopata ◽  
Maartje M. Nillesen ◽  
Hendrik H.G. Hansen ◽  
Inge H. Gerrits ◽  
Johan M. Thijssen ◽  
...  

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