Nonlinear Poisson autoregression

Poisson Autoregression

This paper considers geometric ergodicity and likelihood based inference for linear and nonlinear Poisson autoregressions. In the linear case the conditional mean is linked linearly to its past values as well as the observed values of the Poisson process. This also applies to the conditional variance, implying an interpretation as an integer valued GARCH process. In a nonlinear conditional Pois...

Adomian Decomposition Method On Nonlinear Singular Cauchy Problem of Euler-Poisson- Darbuox equation

n this paper, we apply Picard’s Iteration Method followed by Adomian Decomposition Method to solve a nonlinear Singular Cauchy Problem of Euler- Poisson- Darboux Equation. The solution of the problem is much simplified and shorter to arriving at the solution as compared to the technique applied by Carroll and Showalter (1976)in the solution of Singular Cauchy Problem. 

On a class of nonlinear fractional Schrödinger-Poisson systems

In this paper, we are concerned with the following fractional Schrödinger-Poisson system:    (−∆s)u + V (x)u + φu = m(x)|u|q−2|u|+ f(x,u), x ∈ Ω, (−∆t)φ = u2, x ∈ Ω, u = φ = 0, x ∈ ∂Ω, where s,t ∈ (0,1], 2t + 4s > 3, 1 < q < 2 and Ω is a bounded smooth domain of R3, and f(x,u) is linearly bounded in u at infinity. Under some assumptions on m, V and f we obtain the existence of non-trivial so...

Estimators for alternating nonlinear autoregression

Suppose we observe a time series that alternates between different nonlinear autoregressive processes. We give conditions under which the model is locally asymptotically normal, derive a characterization of efficient estimators for differentiable functionals of the model, and use it to construct efficient estimators for the autoregression parameters and the innovation distributions. Surprisingl...

Capital mobility and current account imbalance: Nonlinear threshold vector autoregression approach