Stationary distribution of some nonlinear processes
Jiří Anděl; María Gómez; Carlos Vega
Kybernetika (1989)
- Volume: 25, Issue: 6, page 453-460
- ISSN: 0023-5954
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topAnděl, Jiří, Gómez, María, and Vega, Carlos. "Stationary distribution of some nonlinear $AR(1)$ processes." Kybernetika 25.6 (1989): 453-460. <http://eudml.org/doc/27828>.
@article{Anděl1989,
author = {Anděl, Jiří, Gómez, María, Vega, Carlos},
journal = {Kybernetika},
keywords = {stationary distribution function; numerical examples},
language = {eng},
number = {6},
pages = {453-460},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Stationary distribution of some nonlinear $AR(1)$ processes},
url = {http://eudml.org/doc/27828},
volume = {25},
year = {1989},
}
TY - JOUR
AU - Anděl, Jiří
AU - Gómez, María
AU - Vega, Carlos
TI - Stationary distribution of some nonlinear $AR(1)$ processes
JO - Kybernetika
PY - 1989
PB - Institute of Information Theory and Automation AS CR
VL - 25
IS - 6
SP - 453
EP - 460
LA - eng
KW - stationary distribution function; numerical examples
UR - http://eudml.org/doc/27828
ER -
References
top- J. Anděl, On nonlinear models for time series, Statistics (submitted). MR1047228
- D. A. Jones, Stationarity of Non-linear Autoregressive Processes, Technical Report, Institute of Hydrology, Wallingford, Oxon, U. K. 1977. (1977)
- D. A. Jones, The Statistical Treatment of Non-linear Autoregressive Processes, Technical Report, Institute of Hydrology, Wallingford, Oxon, U. K. 1977. (1977)
- D. A. Jones, Nonlinear autoregressive processes, Proc. Roy. Soc. London Ser. A 360 (1978), 71-95. (1978) Zbl0378.62076MR0501672
- W. Loges, Note on parameter estimation for general non-linear time series models, Statistics 18 (1987), 587-590. (1987) MR0906796
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