STATE-DEPENDENT MODELS: A GENERAL APPROACH TO NON-LINEAR TIME SERIES ANALYSIS (Q3960003)

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scientific article; zbMATH DE number 3782256
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    STATE-DEPENDENT MODELS: A GENERAL APPROACH TO NON-LINEAR TIME SERIES ANALYSIS
    scientific article; zbMATH DE number 3782256

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      STATE-DEPENDENT MODELS: A GENERAL APPROACH TO NON-LINEAR TIME SERIES ANALYSIS (English)
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      1980
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      state-dependent models
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      non-linear time series analysis
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      exponential autoregressive models
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      sequential type of recursive algorithm
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      forecasting
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      linear analytic systems
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      threshold autoregressive models
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      bilinear models
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