STATE-DEPENDENT MODELS: A GENERAL APPROACH TO NON-LINEAR TIME SERIES ANALYSIS (Q3960003): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1980.tb00300.x / rank
 
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Latest revision as of 16:07, 13 June 2024

scientific article
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STATE-DEPENDENT MODELS: A GENERAL APPROACH TO NON-LINEAR TIME SERIES ANALYSIS
scientific article

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    STATE-DEPENDENT MODELS: A GENERAL APPROACH TO NON-LINEAR TIME SERIES ANALYSIS (English)
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    1980
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    state-dependent models
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    non-linear time series analysis
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    exponential autoregressive models
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    sequential type of recursive algorithm
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    forecasting
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    linear analytic systems
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    threshold autoregressive models
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    bilinear models
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