A STUDY OF THE APPLICATION OF STATE-DEPENDENT MODELS IN NON-LINEAR TIME SERIES ANALYSIS (Q3218966)

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A STUDY OF THE APPLICATION OF STATE-DEPENDENT MODELS IN NON-LINEAR TIME SERIES ANALYSIS
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    A STUDY OF THE APPLICATION OF STATE-DEPENDENT MODELS IN NON-LINEAR TIME SERIES ANALYSIS (English)
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    1984
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    bilinear models
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    threshold autoregressive models
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    exponential autoregressive models
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    non-parameteric smoothing
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    non-linear time series models
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    state-dependent models
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