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The generation of multidimensional autoregressive series by the herringbone method

✍ Scribed by Sharp, W. E. ;Aroian, Leo A.

Publisher
Springer
Year
1985
Tongue
English
Weight
796 KB
Volume
17
Category
Article
ISSN
0020-5958

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Exponential autoregression (EAR) is a kind of useful non-linear time series model that has properties similar to those of non-linear random vibrations. This model is of autoregressive form with amplitude-dependent coefficients, so parameter estimation is a non-linear optimization problem. To achieve