Projection Pursuit Autoregression in Time Series

DOI10.1111/1467-9892.00167zbMATH Open0940.62083OpenAlexW2000129919MaRDI QIDQ4956038FDOQ4956038

Author name not available (Why is that?)

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

Recommendations

• Projected polynomial autoregression for prediction of stationary time series
• Projection estimators for autoregressive panel data models
• On projection methods for functional time series forecasting
• scientific article; zbMATH DE number 3898069
• ON AUTOREGRESSIVE TIME SERIES
• On projection pursuit regression
• Autoregressive time series analysis via representatives
• Prediction of multivariate time series by autoregressive model fitting

zbMATH Keywords

consistencyconvergence ratenonlinear autoregressionprojection pursuit components

Mathematics Subject Classification ID

Multivariate analysis (62H99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation in multivariate analysis (62H12)

Cited In (5)

• Heteroscedastic modelling via the autoregressive conditional variance subspace
• Projection estimators for autoregressive panel data models
• Stacking-based neural network for nonlinear time series analysis
• An exploratory data analysis of the temperature fluctuations in a spreading fire
• An Adaptive Estimation of Dimension Reduction Space

This page was built for publication: Projection Pursuit Autoregression in Time Series

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4956038)