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A nonlinear time series model and estimation of missing observations

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  • Bovas Abraham
  • A. Thavaneswaran

Abstract

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Suggested Citation

  • Bovas Abraham & A. Thavaneswaran, 1991. "A nonlinear time series model and estimation of missing observations," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 43(3), pages 493-504, September.
    • Handle: RePEc:spr:aistmt:v:43:y:1991:i:3:p:493-504
    DOI: 10.1007/BF00053368
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    References listed on IDEAS

    as
    1. M. B. Priestley, 1980. "State‐Dependent Models: A General Approach To Non‐Linear Time Series Analysis," Journal of Time Series Analysis, Wiley Blackwell, vol. 1(1), pages 47-71, January.
    2. Engle, Robert F, 1982. "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation," Econometrica, Econometric Society, vol. 50(4), pages 987-1007, July.
    Full references (including those not matched with items on IDEAS)

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    Cited by:

    1. Andrés Alonso & Daniel Peña & Juan Romo, 2003. "Resampling time series using missing values techniques," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 55(4), pages 765-796, December.
    2. Thavaneswaran, A. & Peiris, S. & Appadoo, S., 2008. "Random coefficient volatility models," Statistics & Probability Letters, Elsevier, vol. 78(6), pages 582-593, April.
    3. repec:cte:wsrepe:9923 is not listed on IDEAS
    4. Ghahramani, M. & Thavaneswaran, A., 2009. "On some properties of Autoregressive Conditional Poisson (ACP) models," Economics Letters, Elsevier, vol. 105(3), pages 273-275, December.
    5. Thavaneswaran, A. & Appadoo, S.S. & Peiris, S., 2005. "Forecasting volatility," Statistics & Probability Letters, Elsevier, vol. 75(1), pages 1-10, November.
    6. Shireen, Tahasin & Shao, Chenhui & Wang, Hui & Li, Jingjing & Zhang, Xi & Li, Mingyang, 2018. "Iterative multi-task learning for time-series modeling of solar panel PV outputs," Applied Energy, Elsevier, vol. 212(C), pages 654-662.

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