Efficient Estimation in Nonlinear Autoregressive Time-Series Models

Bernoulli ◽

10.2307/3318592 ◽

1997 ◽

Vol 3 (3) ◽

pp. 247 ◽

Author(s):

Hira L. Koul ◽

Anton Schick

Keyword(s):

Time Series ◽

Efficient Estimation ◽

Time Series Models ◽

Autoregressive Time Series ◽

Nonlinear Autoregressive

Download Full-text

A forecasting procedure for nonlinear autoregressive time series models

Journal of Forecasting ◽

10.1002/for.959 ◽

2005 ◽

Vol 24 (5) ◽

pp. 335-351 ◽

Author(s):

Yuzhi Cai

Keyword(s):

Time Series ◽

Time Series Models ◽

Autoregressive Time Series ◽

Nonlinear Autoregressive

Download Full-text

On the complex dynamics of functional-coefficients nonlinear autoregressive time series models

Communications in Statistics - Simulation and Computation ◽

10.1080/03610918.2015.1044615 ◽

2015 ◽

Vol 46 (3) ◽

pp. 2406-2417

Author(s):

A. Elhassanein

Keyword(s):

Time Series ◽

Complex Dynamics ◽

Time Series Models ◽

Autoregressive Time Series ◽

Nonlinear Autoregressive

Download Full-text

Global property of error density estimation in nonlinear autoregressive time series models

Statistical Inference for Stochastic Processes ◽

10.1007/s11203-009-9036-9 ◽

2010 ◽

Vol 13 (1) ◽

pp. 43-53 ◽

Author(s):

Fuxia Cheng

Keyword(s):

Time Series ◽

Density Estimation ◽

Global Property ◽

Time Series Models ◽

Autoregressive Time Series ◽

Error Density ◽

Nonlinear Autoregressive

Download Full-text

NONPARAMETRIC IDENTIFICATION FOR NONLINEAR AUTOREGRESSIVE TIME SERIES MODELS: CONVERGENCE RATES

Chinese Annals of Mathematics Series B ◽

10.1142/s0252959999000205 ◽

1999 ◽

Vol 20 (02) ◽

pp. 173-184 ◽

Author(s):

ZUDI LU ◽

PING CHENG

Keyword(s):

Time Series ◽

Convergence Rates ◽

Nonparametric Identification ◽

Time Series Models ◽

Autoregressive Time Series ◽

Nonlinear Autoregressive

Download Full-text

A goodness-of-fit test of the errors in nonlinear autoregressive time series models

Statistics & Probability Letters ◽

10.1016/j.spl.2007.05.003 ◽

2008 ◽

Vol 78 (1) ◽

pp. 50-59 ◽

Author(s):

Fuxia Cheng ◽

Shuxia Sun

Keyword(s):

Time Series ◽

Goodness Of Fit ◽

Time Series Models ◽

Goodness Of Fit Test ◽

Autoregressive Time Series ◽

Nonlinear Autoregressive

Download Full-text

On the Dynamics of Complex Valued Nonlinear Autoregressive Time Series Models and Stochastic Limit Cycles

Advanced Science Engineering and Medicine ◽

10.1166/asem.2015.1773 ◽

2015 ◽

Vol 7 (11) ◽

pp. 958-967

Author(s):

A. Elhassanein ◽

M. A. Ghazal ◽

A. Sh. Al-Henawy

Keyword(s):

Time Series ◽

Limit Cycles ◽

Time Series Models ◽

Autoregressive Time Series ◽

Stochastic Limit ◽

Complex Valued ◽

Nonlinear Autoregressive

Download Full-text

Variance estimation in nonlinear autoregressive time series models

Journal of Statistical Planning and Inference ◽

10.1016/j.jspi.2010.11.010 ◽

2011 ◽

Vol 141 (4) ◽

pp. 1588-1592

Author(s):

Fuxia Cheng

Keyword(s):

Time Series ◽

Variance Estimation ◽

Time Series Models ◽

Autoregressive Time Series ◽

Nonlinear Autoregressive

Download Full-text

Priors and component structures in autoregressive time series models

Journal of the Royal Statistical Society Series B (Statistical Methodology) ◽

10.1111/1467-9868.00208 ◽

1999 ◽

Vol 61 (4) ◽

pp. 881-899 ◽

Author(s):

G. Huerta ◽

M. West

Keyword(s):

Time Series ◽

Time Series Models ◽

Autoregressive Time Series

Download Full-text

Statistical Estimation of Parameters for Binary Conditionally Nonlinear Autoregressive Time Series

Mathematical Methods of Statistics ◽

10.3103/s1066530718020023 ◽

2018 ◽

Vol 27 (2) ◽

pp. 103-118 ◽

Author(s):

Yu. S. Kharin ◽

V. A. Voloshko ◽

E. A. Medved

Keyword(s):

Time Series ◽

Statistical Estimation ◽

Estimation Of Parameters ◽

Autoregressive Time Series ◽

Nonlinear Autoregressive

Download Full-text

Subset selection of autoregressive time series models

Journal of Forecasting ◽

10.1002/(sici)1099-131x(199912)18:7<505::aid-for728>3.0.co;2-u ◽

1999 ◽

Vol 18 (7) ◽

pp. 505-516 ◽

Author(s):

Cathy W. S. Chen

Keyword(s):

Time Series ◽

Subset Selection ◽

Time Series Models ◽

Autoregressive Time Series ◽

Download Full-text