scientific article; zbMATH DE number 3742453

MaRDI QIDQ3928091zbMATH OpenFDO

Authors

Publication date 1980

zbMATH Keywords

stabilityinformation criterionnon-linear vibrationstime irreversibilityHouseholder transformationsnon-linear time series modelsnon-linear autoregressioneventual forecasting function

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Multivariate distribution of statistics (62H10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Inference from stochastic processes and prediction (62M20) Inference from stochastic processes and spectral analysis (62M15)

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• A model of portfolio optimization using time adapting genetic network programming
• Numerical issues in threshold autoregressive modeling of time series
• Bayesian analysis of multiple break-points threshold ARMA model with exogenous inputs

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