Higher order cumulant based parameter estimation in nonlinear time series models

Proceedings of the 2001 American Control Conference. (Cat. No.01CH37148) ◽

10.1109/acc.2001.945758 ◽

2001 ◽

Author(s):

O. Markusson ◽

H. Hjalmarsson

Keyword(s):

Time Series ◽

Parameter Estimation ◽

Nonlinear Time Series ◽

Higher Order ◽

Time Series Models

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Parameter estimation for a class of radial basis function-based nonlinear time-series models with moving average noises

Journal of the Franklin Institute ◽

10.1016/j.jfranklin.2021.01.020 ◽

2021 ◽

Author(s):

Yihong Zhou ◽

Yanjiao Wang ◽

Fengying Ma ◽

Feng Ding ◽

Tasawar Hayat

Keyword(s):

Time Series ◽

Parameter Estimation ◽

Radial Basis Function ◽

Basis Function ◽

Moving Average ◽

Nonlinear Time Series ◽

Time Series Models ◽

Radial Basis

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Specification search in nonlinear time-series models using the genetic algorithm

Journal of Economic Dynamics and Control ◽

10.1016/s0165-1889(00)00083-x ◽

2002 ◽

Vol 26 (5) ◽

pp. 811-835 ◽

Cited By ~ 20

Author(s):

Michael Beenstock ◽

George Szpiro

Keyword(s):

Genetic Algorithm ◽

Time Series ◽

Nonlinear Time Series ◽

Time Series Models ◽

Specification Search

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DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS

Econometric Theory ◽

10.1017/s0266466603196089 ◽

2003 ◽

Vol 19 (06) ◽

Cited By ~ 32

Author(s):

Yongmiao Hong ◽

Tae-Hwy Lee

Keyword(s):

Time Series ◽

Nonlinear Time Series ◽

Time Series Models ◽

Diagnostic Checking

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Order selection in nonlinear time series models with application to the study of cell memory

The Annals of Applied Statistics ◽

10.1214/12-aoas546 ◽

2012 ◽

Vol 6 (3) ◽

pp. 1256-1279

Author(s):

Ying Hung

Keyword(s):

Time Series ◽

Nonlinear Time Series ◽

Time Series Models ◽

Order Selection ◽

Cell Memory

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General expression for linear and nonlinear time series models

Frontiers of Mechanical Engineering in China ◽

10.1007/s11465-009-0015-z ◽

2009 ◽

Vol 4 (1) ◽

pp. 15-24 ◽

Cited By ~ 7

Author(s):

Ren Huang ◽

Feiyun Xu ◽

Ruwen Chen

Keyword(s):

Time Series ◽

General Expression ◽

Nonlinear Time Series ◽

Time Series Models ◽

Linear And Nonlinear

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Automated heuristic growing of neural networks for nonlinear time series models

Proceedings. 2005 IEEE International Joint Conference on Neural Networks, 2005. ◽

10.1109/ijcnn.2005.1555850 ◽

2006 ◽

Cited By ~ 1

Author(s):

A. Kalos

Keyword(s):

Neural Networks ◽

Time Series ◽

Nonlinear Time Series ◽

Time Series Models

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Estimation for a class of positive nonlinear time series models

Stochastic Processes and their Applications ◽

10.1016/0304-4149(96)00071-3 ◽

1996 ◽

Vol 63 (2) ◽

pp. 139-152 ◽

Cited By ~ 2

Author(s):

Tim C. Brown ◽

Paul D. Feigin ◽

Diana L. Pallant

Keyword(s):

Time Series ◽

Nonlinear Time Series ◽

Time Series Models

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Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models

Review of Economics and Statistics ◽

10.1162/0034653041811716 ◽

2004 ◽

Vol 86 (3) ◽

pp. 840-840

Author(s):

Yongmiao Hong ◽

Tae-Hwy Lee

Keyword(s):

Time Series ◽

Exchange Rates ◽

Foreign Exchange ◽

Nonlinear Time Series ◽

Time Series Models ◽

Foreign Exchange Rates ◽

Generalized Spectrum

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On the Prediction for Some Nonlinear Time Series Models Using Estimating Functions

Institute of Mathematical Statistics Lecture Notes - Monograph Series - Selected Proceedings of the Symposium on Estimating Functions ◽

10.1214/lnms/1215455049 ◽

1997 ◽

pp. 259-268 ◽

Cited By ~ 2

Author(s):

B. Abraham ◽

A. Thavaneswaran ◽

S. Veins

Keyword(s):

Time Series ◽

Nonlinear Time Series ◽

Time Series Models ◽

Estimating Functions

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Nonlinear Time Series: Models and Simulation

Springer Texts in Statistics - Statistical Analysis of Financial Data in R ◽

10.1007/978-1-4614-8788-3_8 ◽

2013 ◽

pp. 473-533

Author(s):

René Carmona

Keyword(s):

Time Series ◽

Nonlinear Time Series ◽

Time Series Models

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