✦ LIBER ✦

Identification of non-linear additive autoregressive models

✍ Scribed by Jianhua Z. Huang; Lijian Yang

Book ID: 110882218
Publisher: Blackwell Publishing
Year: 2004
Tongue: English
Weight: 156 KB
Volume: 66
Category: Article
ISSN: 0952-8385
DOI: 10.1111/j.1369-7412.2004.05500.x

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Identification of autoregressive models

Identification of autoregressive models in the presence of additive noise

✍ Roberto Diversi; Roberto Guidorzi; Umberto Soverini 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 786 KB

Consistent Estimation of Linear and Non-

Consistent Estimation of Linear and Non-linear Autoregressive Models with Markov Regime

✍ Vikram Krishnamurthy; Tobias Ryden 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 246 KB

A NOTE ON THE DISTRIBUTIONS OF NON-LINEA

A NOTE ON THE DISTRIBUTIONS OF NON-LINEAR AUTOREGRESSIVE STOCHASTIC MODELS

✍ J. Pemberton; H. Tong 📂 Article 📅 1981 🏛 John Wiley and Sons 🌐 English ⚖ 172 KB

On minimax identification of nonparametr

On minimax identification of nonparametric autoregressive models

✍ Bernard Delyon; Anatoli Juditsky 📂 Article 📅 2000 🏛 Springer 🌐 English ⚖ 125 KB

A note on the ergodicity of non-linear a

A note on the ergodicity of non-linear autoregressive model

✍ H.Z. An; S.G. Chen 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 238 KB

We examine the Markov chain Xt = q~(Xt-i )+etb, where Xt = (x,, ..., x,\_p+~ )~, b = ( 1,0 ..... 0)L Under some appropriate conditions on q~, we show the ergodicity for {X,} when Eet 2 is suitable small, and the geometric ergodicity when Ee I~' 1 is suitably small.

COMPARISON OF SOME NON-LINEAR AUTOREGRES

COMPARISON OF SOME NON-LINEAR AUTOREGRESSIVE PROCESSES

✍ Göran Högnäs 📂 Article 📅 1986 🏛 John Wiley and Sons 🌐 English ⚖ 254 KB