Generalized exponential autoregressive models for nonlinear time series: stationarity, estimation and applications
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Publication:2195454
DOI10.1016/j.ins.2018.01.029zbMath1440.62328OpenAlexW2792800544WikidataQ115571888 ScholiaQ115571888MaRDI QIDQ2195454
Min Gan, Guang-yong Chen, Guo-Long Chen
Publication date: 8 September 2020
Published in: Information Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ins.2018.01.029
time seriesstationary conditionsgeneralized exponential autoregressive (GExpAR)variable projection method
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