Nonlinear autoregressive exogenous time series: Structural identification via projection estimates

被引：0
|
作者：
Masry, E [1 ]
Tjostheim, D [1 ]
机构：
[1] UNIV CALIF SAN DIEGO,DEPT ELECT & COMP ENGN,LA JOLLA,CA 92093
来源：
8TH IEEE SIGNAL PROCESSING WORKSHOP ON STATISTICAL SIGNAL AND ARRAY PROCESSING, PROCEEDINGS | 1996年
关键词：
D O I：
10.1109/SSAP.1996.534892
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
引用
收藏
页码：368 / 370
页数：3
相关论文
共 50 条
  • [1] Additive nonlinear ARX time series and projection estimates
    Masry, E
    Tjostheim, D
    ECONOMETRIC THEORY, 1997, 13 (02) : 214 - 252
  • [2] Consistent autoregressive spectral estimates: Nonlinear time series and large autocovariance matrices
    Wang, Jiang
    Politis, Dimitris N.
    JOURNAL OF TIME SERIES ANALYSIS, 2021, 42 (5-6) : 580 - 596
  • [3] NONMRAMETRIC IDENTIFICATION FOR NONLINEAR AUTOREGRESSIVE TIME SERIES MODELS:CONVERGENCE RATES
    LU ZUDI
    CHENG PING（Institute of Systems Science
    Chinese Annals of Mathematics, 1999, (02) : 173 - 176
  • [4] Nonparametric identification for nonlinear autoregressive time series models: Convergence rates
    Lu, ZD
    Cheng, P
    CHINESE ANNALS OF MATHEMATICS SERIES B, 1999, 20 (02) : 173 - 184
  • [5] GR-estimates for an autoregressive time series
    Terpstra, JT
    McKean, JW
    Naranjo, JD
    STATISTICS & PROBABILITY LETTERS, 2001, 51 (02) : 165 - 172
  • [6] Identification of Lags in Nonlinear Autoregressive Time Series Using a Flexible Fuzzy Model
    A. Veloz
    R. Salas
    H. Allende-Cid
    H. Allende
    C. Moraga
    Neural Processing Letters, 2016, 43 : 641 - 666
  • [7] Identification of Lags in Nonlinear Autoregressive Time Series Using a Flexible Fuzzy Model
    Veloz, A.
    Salas, R.
    Allende-Cid, H.
    Allende, H.
    Moraga, C.
    NEURAL PROCESSING LETTERS, 2016, 43 (03) : 641 - 666
  • [8] Boosting nonlinear additive autoregressive time series
    Shafik, Nivien
    Tutz, Gerhard
    COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2009, 53 (07) : 2453 - 2464
  • [9] Performance of Modeling Time Series Using Nonlinear Autoregressive with eXogenous input (NARX) in the Network Traffic Forecasting
    Haviluddin
    Alfred, Rayner
    2015 INTERNATIONAL CONFERENCE ON SCIENCE IN INFORMATION TECHNOLOGY (ICSITECH), 2015, : 164 - 168
  • [10] Mutual nonlinear prediction of cardiovascular variability series: Comparison between exogenous and autoregressive exogenous models
    Faes, Luca
    Porta, Alberto
    Nollo, Giandomenico
    2007 ANNUAL INTERNATIONAL CONFERENCE OF THE IEEE ENGINEERING IN MEDICINE AND BIOLOGY SOCIETY, VOLS 1-16, 2007, : 5955 - +
12345