Modeling vector nonlinear time series using POLYMARS
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Publication:951846
DOI10.1016/S0167-9473(02)00123-8zbMath1429.62390MaRDI QIDQ951846
Jan G. De Gooijer, Bonnie K. Ray
Publication date: 4 November 2008
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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