Publication:4257273

zbMath0921.62119MaRDI QIDQ4257273

Hong-Zhi An, Zhi-Dong Bai, Mei-Hui Guo

Publication date: 7 October 1999

zbMATH Keywords

nonlinear autoregressive model; empirical distributions; multi-step prediction

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62G20: Asymptotic properties of nonparametric inference

62G30: Order statistics; empirical distribution functions

62J02: General nonlinear regression

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