Browse Journals

[1] M. S. Al-Kassam and J. A. Lane, Forecasting exponential autoregressive models of order 1, Journal of Time Series Analysis 10(2) (1989), 95-113.

[2] J. Allal and S. El Melhaoui, Optimal detection of exponential component, Journal of Time Series Analysis 27(6) (2006), 793-810.

[3] E. Amiri, Forecasting GDP growth rate with nonlinear models, 1st International Conference on Econometrics Methods and Applications, ICEKU2012 (2012), 25-27.

[4] R. Baragona, F. Battaglia and D. Cuccina, A note on estimating autoregressive exponential models, Quaderni di Statistica 4 (2002), 2002.

[5] Y. Benghabrit and M. Hallin, Optimal rank based tests against first order super-diagonal bilinear dependence, J. Statist. Plann. Inference 32 (1992), 45-61.

[6] M. Bentarzi, H. Guerbyenne and M. Merzougui, Adaptive estimation of causal periodic autoregressive model, Communications in Statistics Simulation and Computation 38 (2009), 1592-1609.

[7] A. Bibi and A. Gautier, Stationnarité et inférence asymptotique de modèles bilinéaires périodiques, Comptes rendus de l’ Académie des Sciences – Mathématique 341 (2005), 679-682.

[8] P. J. Bickel, On adaptive estimation, Ann. Statist. Math. 10 (1982), 647-671.

[9] T. Bollerslev and E. Ghysels, Periodic autoregressive conditional heteroskedasticity, Journal of Business and Economic Statistics 14 (1996), 139-152.

[10] K. S. Chan and H. Tong, On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations, Advances in Applied Probability 17(3) (1985), 666-678.

[11] F. C. Drost and C. A. J. Klaassen, Efficient estimation in semiparametric GARCH models, Journal of Econometrics 81 (1997), 193-221.

[12] F. C. Drost, C. A. J. Klaassen and B. J. M. Werker, Adaptive estimation in time series models, Annals of Statistics 25 (1997), 786-818.

[13] V. Fabian and J. Hannan, On estimation and adaptive estimation for locally asymptotically normal families, Z. Wahrsh. Verw. Gebiete 59 (1982), 459-478.

[14] H. Ghosh, B. Gurung and P. Gupta, Fitting EXPAR models through the extended Kalman filter, Sankhya: The Indian Journal of Statistics 77(1) (2015), 27-44.

[15] E. G. Gladyshev, Periodically correlated random sequences, Soviet. Math. 2 (1961), 385-388.

[16] V. Haggan and T. Ozaki, Modeling nonlinear random vibrations using an amplitude-dependent autoregressive time series model, Biometrik 68(1) (1981), 96-189.

[17] J. Hájek, Local Asymptotic Minimax and Admissibility in Estimation, Proc. Sixth Berkeley Symp. Math. Stat. Proba. 1 175-194. Univ. California Press, 1972.

[18] Hájek and Šidák, Theory of Rank Tests, Academic Press, New York, 1967.

[19] M. Hallin and M. L. Puri, Aligned rank tests for linear models with autocorrelated error termes, Journal of Multivariaye Analysis 50 (1994), 175-237.

[20] K. Ishizuka, H. Kato and T. Nakatani, Speech signal analysis with exponential autoregressive model, Proc. the 30th International Conference of Acoustics, Speech and Signal Processing 1 (2005), 225-228.

[21] M. A. Ismail, Bayesian analysis of exponential AR models, The Far East Journal of Statistics 5 (2001), 1-15 (India).

[22] P. Katsiampa, A new approach to modelling nonlinear time series: Introducing the ExpAR-ARCH and ExpAR-GARCH models and applications, 4th Student Conference on Operational Research P. (2014), 34-51.

[23] H. L. Koul and A. Schick, Efficient estimation in nonlinear autoregressive time series models, Bernoulli 3 (1997), 247-277.

[24] J. P. Kreiss, On adaptive estimation in stationary ARMA processes, The Annals of Statistics 15(1) (1987), 112-133.

[25] L. Le Cam, Locally asymptotically normal families of distributions, Univ. California Publ. Statist. 3 (1960), 37-98.

[26] S. Lee and M. Taniguchi, Asymptotic theory for ARCH-SM models: LAN and residual empirical processes, Statistica Sinica 15 (2005), 215-234.

[27] S. Ling, Adaptive estimators and tests of stationary and nonstationary short and long-memory ARFIMA-GARCH models, Journal of the American Statistical Association 98(464) (2003), 955-967.

[28] S. Ling and M. McAleer, Adaptative estimation in nonstationary ARMA models with GARCH errors, Annals of Statistics 31 (2003), 642-674.

[29] O. Linton, Adaptive estimation in ARCH models, Econometric Theory 9 (1993), 539-569.

[30] M. Merzougui, H. Dridi and A. Chadli, Test for periodicity in restrictive EXPAR models, Communications in Statistics: Theory and Methods 45(9) (2016), 2770-2783.

[31] T. Ozaki, Non-linear time series models for non-linear random vibrations, Journal of Applied Probability 17 (1980), 84-93.

[32] T. Ozaki, Nonlinear time series models and dynamical system, Handbook of Statistics 5 (1985), 25-83.

[33] M. B. Priestley, Non-linear and Non-stationary Time Series Analysis, Academic Press, New York, 1988.

[34] Q. Shao, Mixture periodic autoregressive time series model, Statistics and Probability Letters 76(6) (2006), 609-618.

[35] Z. Shi and H. Aoyama, Estimation of exponential autoregressive time series model by using genetic algorithm, Journal of Sound and Vibration 205(3) (1997), 309-321.

[36] Z. Shi, Y. Tamura and T. Ozaki, Monitoring the stability of BWR oscillation by nonlinear time series modeling, Annals of Nuclear Energy 28 (2001), 953-966.

[37] C. Stein, Efficient nonparametric estimation and testing, In J. Neyman (Editor), Proceedings of the Third Berkely Symposium on Mathematical Statistics and Probability, Berkely, University of California Press 1 (1956), 187-195.

[38] A. R. Swensen, The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend, Journal of Multivariate Analysis 16 (1985), 54-70.

[39] N. Terui and H. K. Van Dijk, Combined Forecasts from Linear and Nonlinear Time Series Models, Econometric Institute Report EI-9949/A. (1999).