An AFD-based adaptive impulse response model of time series

DOI10.1080/03610918.2024.2349158MaRDI QIDQ6870248zbMATH OpenFDO

Authors Xi Fang, Nan Yang

Publication date 21 January 2026

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2024.2349158

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A dynamic Markov regime-switching GARCH model and its cumulative impulse response function
• Adaptive Fourier decompositions and rational approximations. I: Theory
• Adaptive Fourier series---a variation of greedy algorithm
• Algorithm of Adaptive Fourier Decomposition
• Frequency domain inference for univariate impulse responses
• scientific article; zbMATH DE number 7696447 (Why is no real title available?)
• Impulse response analysis in nonlinear multivariate models
• Shock elasticities and impulse responses
• Statistical analysis of autoregressive fractionally integrated moving average models in R
• The adaptive Fourier decomposition for financial time series
• The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis

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