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STATE-DEPENDENT MODELS: A GENERAL APPROACH TO NON-LINEAR TIME SERIES ANALYSIS - MaRDI portal

STATE-DEPENDENT MODELS: A GENERAL APPROACH TO NON-LINEAR TIME SERIES ANALYSIS (Q3960003)

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STATE-DEPENDENT MODELS: A GENERAL APPROACH TO NON-LINEAR TIME SERIES ANALYSIS
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    STATE-DEPENDENT MODELS: A GENERAL APPROACH TO NON-LINEAR TIME SERIES ANALYSIS (English)
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    1980
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    state-dependent models
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    non-linear time series analysis
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    exponential autoregressive models
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    sequential type of recursive algorithm
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    forecasting
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    linear analytic systems
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    threshold autoregressive models
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    bilinear models
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