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dc.contributor.authorWildi, Marc-
dc.date.accessioned2019-04-24T10:07:13Z-
dc.date.available2019-04-24T10:07:13Z-
dc.date.issued1998-
dc.identifier.isbn978-3-540-64240-4de_CH
dc.identifier.isbn978-3-642-58891-4de_CH
dc.identifier.issn0721-5924de_CH
dc.identifier.urihttps://digitalcollection.zhaw.ch/handle/11475/16834-
dc.description.abstractAlthough 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.de_CH
dc.language.isoende_CH
dc.publisherSpringerde_CH
dc.relation.ispartofseriesOperations Research Proceedingsde_CH
dc.rightsLicence according to publishing contractde_CH
dc.subject.ddc510: Mathematikde_CH
dc.titleEstimation of AR- and MA-parameters of non-Linear SETARMA-processesde_CH
dc.typeKonferenz: Paperde_CH
dcterms.typeTextde_CH
zhaw.departementSchool of Engineeringde_CH
zhaw.publisher.placeBerlinde_CH
dc.identifier.doi10.1007/978-3-642-58891-4_33de_CH
zhaw.conference.detailsSymposium on Operations Research (SOR’97), Jena, Deutschland, 3-5 September 1997de_CH
zhaw.funding.euNode_CH
zhaw.originated.zhawNode_CH
zhaw.pages.end217de_CH
zhaw.pages.start212de_CH
zhaw.publication.statuspublishedVersionde_CH
zhaw.series.number1997de_CH
zhaw.publication.reviewPeer review (Abstract)de_CH
zhaw.title.proceedingsOperations Research Proceedings 1997 : Selected Papers of the Symposium on Operations Research (SOR’97) Jena, September 3-5, 1997de_CH
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Wildi, M. (1998). Estimation of AR- and MA-parameters of non-Linear SETARMA-processes [Conference paper]. Operations Research Proceedings 1997 : Selected Papers of the Symposium on Operations Research (SOR’97) Jena, September 3-5, 1997, 212–217. https://doi.org/10.1007/978-3-642-58891-4_33
Wildi, M. (1998) ‘Estimation of AR- and MA-parameters of non-Linear SETARMA-processes’, in Operations Research Proceedings 1997 : Selected Papers of the Symposium on Operations Research (SOR’97) Jena, September 3-5, 1997. Berlin: Springer, pp. 212–217. Available at: https://doi.org/10.1007/978-3-642-58891-4_33.
M. Wildi, “Estimation of AR- and MA-parameters of non-Linear SETARMA-processes,” in Operations Research Proceedings 1997 : Selected Papers of the Symposium on Operations Research (SOR’97) Jena, September 3-5, 1997, 1998, pp. 212–217. doi: 10.1007/978-3-642-58891-4_33.
WILDI, Marc, 1998. Estimation of AR- and MA-parameters of non-Linear SETARMA-processes. In: Operations Research Proceedings 1997 : Selected Papers of the Symposium on Operations Research (SOR’97) Jena, September 3-5, 1997. Conference paper. Berlin: Springer. 1998. S. 212–217. ISBN 978-3-540-64240-4
Wildi, Marc. 1998. “Estimation of AR- and MA-Parameters of Non-Linear SETARMA-Processes.” Conference paper. In Operations Research Proceedings 1997 : Selected Papers of the Symposium on Operations Research (SOR’97) Jena, September 3-5, 1997, 212–17. Berlin: Springer. https://doi.org/10.1007/978-3-642-58891-4_33.
Wildi, Marc. “Estimation of AR- and MA-Parameters of Non-Linear SETARMA-Processes.” Operations Research Proceedings 1997 : Selected Papers of the Symposium on Operations Research (SOR’97) Jena, September 3-5, 1997, Springer, 1998, pp. 212–17, https://doi.org/10.1007/978-3-642-58891-4_33.


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