Nonlinear time series modelling with the radial basis function-based state-dependent autoregressive model

DOI10.1080/002077299292038zbMath1113.62351OpenAlexW2031852278MaRDI QIDQ4546915

Zhaoyun Shi, Tohru Ozak, Yoshiyasu-Hamada Tamura

Publication date: 31 October 2002

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/002077299292038

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of mathematical programming (90C90) Approximation methods and heuristics in mathematical programming (90C59)

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