Nonlinear prediction via Hermite transformation

DOI10.1080/24754269.2020.1856589OpenAlexW3113762380MaRDI QIDQ5880062

Srinjoy Das, Tucker S. McElroy

Publication date: 7 March 2023

Published in: Statistical Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/24754269.2020.1856589

zbMATH Keywords

time seriesHermite polynomialnonlinear forecastingGaussian transformation

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• On the measurement and treatment of extremes in time series
• Asymptotic theory of statistical inference for time series
• Hermite expansion and estimation of monotonic transformations of Gaussian data
• A Nonlinear Algorithm for Seasonal Adjustment in Multiplicative Component Decompositions
• Bispectral-Based Tests for the Detection of Gaussianity and Linearity in Time Series
• Time Series
• On Appell Polynomials
• Multistep ahead forecasting of vector time series

This page was built for publication: Nonlinear prediction via Hermite transformation