A fuzzy identification procedure for nonlinear time series: With example on ARCH and bilinear models

DOI10.1016/S0165-0114(97)00336-9zbMath0939.62095OpenAlexW2006266577WikidataQ126421423 ScholiaQ126421423MaRDI QIDQ1965316

Shu-Lin Hung, Berlin Wu

Publication date: 3 July 2000

Published in: Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-0114(97)00336-9

zbMATH Keywords

ARCH modelsnonlinear time-seriesknowledge basefuzzy identificationbilinear models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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