| Publikationstyp: | Konferenz: Paper |
| Art der Begutachtung: | Peer review (Abstract) |
| Titel: | Estimation of AR- and MA-parameters of non-Linear SETARMA-processes |
| Autor/-in: | Wildi, Marc |
| DOI: | 10.1007/978-3-642-58891-4_33 |
| Tagungsband: | Operations Research Proceedings 1997 : Selected Papers of the Symposium on Operations Research (SOR’97) Jena, September 3-5, 1997 |
| Seite(n): | 212 |
| Seiten bis: | 217 |
| Angaben zur Konferenz: | Symposium on Operations Research (SOR’97), Jena, Deutschland, 3-5 September 1997 |
| Erscheinungsdatum: | 1998 |
| Reihe: | Operations Research Proceedings |
| Reihenzählung: | 1997 |
| Verlag / Hrsg. Institution: | Springer |
| Verlag / Hrsg. Institution: | Berlin |
| ISBN: | 978-3-540-64240-4 978-3-642-58891-4 |
| ISSN: | 0721-5924 |
| Sprache: | Englisch |
| Fachgebiet (DDC): | 510: Mathematik |
| Zusammenfassung: | 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 |
| Volltext Version: | Publizierte Version |
| Lizenz (gemäss Verlagsvertrag): | Lizenz gemäss Verlagsvertrag |
| Departement: | School of Engineering |
| Enthalten in den Sammlungen: | Publikationen School of Engineering |
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Zur Langanzeige
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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