Modeling vector nonlinear time series using POLYMARS (Q951846)

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Modeling vector nonlinear time series using POLYMARS
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    title
    Modeling vector nonlinear time series using POLYMARS (English)
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    author
    Bonnie K. Ray
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    Jan G. De Gooijer
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    publication date
    4 November 2008
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    zbMATH DE Number
    5361765
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    zbMATH Keywords
    model selection
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    multivariate time series
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    nonlinearity
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    prediction
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    splines
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