Ozaki, Tohru Non-linear threshold autoregressive models for non-linear random vibrations. (English) Zbl 0459.73077 J. Appl. Probab. 18, 443-451 (1981). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 13 Documents MSC: 74H50 Random vibrations in dynamical problems in solid mechanics 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) 60H10 Stochastic ordinary differential equations (aspects of stochastic analysis) Keywords:non-linear time series model; autoregressive model; threshold model; non- linear vibrations; limit cycle; amplitude-dependent frequency; duffing equation; van der Pol equation; singular point; stationarity; jump phenomena PDFBibTeX XMLCite \textit{T. Ozaki}, J. Appl. Probab. 18, 443--451 (1981; Zbl 0459.73077) Full Text: DOI