Modeling vector nonlinear time series using POLYMARS (Q951846)

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scientific article; zbMATH DE number 5361765
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English
Modeling vector nonlinear time series using POLYMARS
scientific article; zbMATH DE number 5361765

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    Modeling vector nonlinear time series using POLYMARS (English)
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    4 November 2008
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    model selection
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    multivariate time series
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    nonlinearity
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    prediction
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    splines
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