Higher-Order Residual Analysis for Nonlinear Time Series with Autoregressive Correlation Structures (Q3753347): Difference between revisions
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Latest revision as of 19:53, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Higher-Order Residual Analysis for Nonlinear Time Series with Autoregressive Correlation Structures |
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Higher-Order Residual Analysis for Nonlinear Time Series with Autoregressive Correlation Structures (English)
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1987
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nonlinear time series
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second-order autocorrelations
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autoregressive Yule-Walker equations
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random coefficient autoregression
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multiplicative autoregression
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cross-correlation
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higher-order dependency structure
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residual analysis
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