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Analysing nonlinear time series with central subspace - MaRDI portal

Analysing nonlinear time series with central subspace (Q5300801)

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scientific article; zbMATH DE number 6182379
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Analysing nonlinear time series with central subspace
scientific article; zbMATH DE number 6182379

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    Analysing nonlinear time series with central subspace (English)
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    28 June 2013
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    nonlinear time series
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    sufficient dimension reduction
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    time series central subspace
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    threshold autoregression
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    autoregressive conditional heteroscedasticity
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