Invertibility of non-linear time series models (Q4337095)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Invertibility of non-linear time series models |
scientific article; zbMATH DE number 1010718
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Invertibility of non-linear time series models |
scientific article; zbMATH DE number 1010718 |
Statements
Invertibility of non-linear time series models (English)
0 references
10 November 1997
0 references
additive smooth transition moving average model
0 references
asymmetric moving average model
0 references
bilinear model
0 references
self-exciting threshold moving average model
0 references
forecasting
0 references
0.8163214325904846
0 references
0.8117015361785889
0 references
0.8105878829956055
0 references
