Multivariate reduced-rank nonlinear time series modeling (Q5434015)
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scientific article; zbMATH DE number 5224886
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Multivariate reduced-rank nonlinear time series modeling |
scientific article; zbMATH DE number 5224886 |
Statements
9 January 2008
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common dynamic structure
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consistency
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maximum likelihood estimation
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nonlinear principal components
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threshold autoregressive model
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weighted least squares
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0.7954806089401245
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0.7690102458000183
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0.7530465126037598
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0.7477530837059021
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0.7445619106292725
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