Hidden multi-resolution ARMA models for nonlinear time series forecasting

MaRDI QIDQ5310830zbMATH OpenFDO

Authors

Publication date 12 October 2007

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

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(8)

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