Publication type: Conference paper
Type of review: Peer review (abstract)
Title: Estimation of AR- and MA-parameters of non-Linear SETARMA-processes
Authors: Wildi, Marc
DOI: 10.1007/978-3-642-58891-4_33
Proceedings: Operations Research Proceedings 1997 : Selected Papers of the Symposium on Operations Research (SOR’97) Jena, September 3-5, 1997
Page(s): 212
Pages to: 217
Conference details: Symposium on Operations Research (SOR’97), Jena, Deutschland, 3-5 September 1997
Issue Date: 1998
Series: Operations Research Proceedings
Series volume: 1997
Publisher / Ed. Institution: Springer
Publisher / Ed. Institution: Berlin
ISBN: 978-3-540-64240-4
978-3-642-58891-4
ISSN: 0721-5924
Language: English
Subject (DDC): 510: Mathematics
Abstract: Although some authors mention the existence of SETARMA-processes (see for example Tong (1995)) estimation procedures remain restricted to SETAR-processes only. Besides giving a general definition of SETARMA-processes together with a set of identification conditions, this paper proposes an estimation-method for the unknown AR- and MA-parameters of conditional linear threshold-processes.
URI: https://digitalcollection.zhaw.ch/handle/11475/16834
Fulltext version: Published version
License (according to publishing contract): Licence according to publishing contract
Departement: School of Engineering
Appears in collections:Publikationen School of Engineering

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