Publication:3126378
From MaRDI portal
zbMath0870.62068MaRDI QIDQ3126378
No author found.
Publication date: 31 March 1997
prediction; wavelets; solutions; chaos; frequency domain; neural networks; time domain; Kalman filter; nonlinear models; ARCH models; state-space models; model uncertainty; exercises; fractional differencing; co-integration; threshold autoregressive models; multivariate models; bivariate processes
62M20: Inference from stochastic processes and prediction
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M15: Inference from stochastic processes and spectral analysis
62-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics
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