Projection Pursuit Autoregression in Time Series
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Publication:4956038
DOI10.1111/1467-9892.00167zbMath0940.62083OpenAlexW2000129919MaRDI QIDQ4956038
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Publication date: 24 May 2000
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00167
Multivariate analysis (62H99) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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