Analysing nonlinear time series with central subspace (Q5300801)
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scientific article; zbMATH DE number 6182379
Language | Label | Description | Also known as |
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English | Analysing nonlinear time series with central subspace |
scientific article; zbMATH DE number 6182379 |
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Analysing nonlinear time series with central subspace (English)
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28 June 2013
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nonlinear time series
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sufficient dimension reduction
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time series central subspace
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threshold autoregression
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autoregressive conditional heteroscedasticity
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