NON-LINEAR TIME-SERIES MODELS

被引：0

作者：

CIPRA, T ^{[1
]}

机构：

[1] UNIV KARLOVA,FAK MATEMAT FYZ,KATEDRA PRAVDEPODOBNOSTI & MATEMAT STAT,CS-18600 PRAHA 8,CZECHOSLOVAKIA

来源：

EKONOMICKO-MATEMATICKY OBZOR | 1983年 / 19卷 / 02期

关键词：

D O I：

暂无

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：164 / 178

页数：15

共 50 条

[1] FORECASTING WITH NON-LINEAR TIME-SERIES MODELS
PEMBERTON, J
[J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1987, 26 (02) : 198 - 199
[2] NON-LINEAR TIME-SERIES MODELS FOR NON-LINEAR RANDOM VIBRATIONS
OZAKI, T
[J]. JOURNAL OF APPLIED PROBABILITY, 1980, 17 (01) : 84 - 93
[3] Forecasting economic and financial time-series with non-linear models
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Franses, PH
Swanson, NR
[J]. INTERNATIONAL JOURNAL OF FORECASTING, 2004, 20 (02) : 169 - 183
[4] PHYSICAL NEAREST-NEIGHBOUR MODELS AND NON-LINEAR TIME-SERIES
BARTLETT, MS
[J]. JOURNAL OF APPLIED PROBABILITY, 1971, 8 (02) : 222 - &
[5] RECURSIVE ESTIMATION IN NON-LINEAR TIME-SERIES MODELS OF AUTOREGRESSIVE TYPE
AASE, KK
[J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 1983, 45 (02) : 228 - 237
[6] NON-LINEAR SYSTEMS IDENTIFICATION - RECURSIVE IDENTIFICATION OF A CLASS OF NON-LINEAR TIME-SERIES
TSOI, AC
[J]. BIOMETRICS, 1979, 35 (03) : 699 - 699
[7] NON-LINEAR REGRESSION WITH AUTOREGRESSIVE TIME-SERIES ERRORS
GLASBEY, CA
[J]. BIOMETRICS, 1980, 36 (01) : 135 - 140
[8] Application of the linear and non-linear M-R models at electricity time-series at deregulated markets
Culik, Miroslav
Valecky, Jiri
[J]. MANAGING AND MODELLING OF FINANCIAL RISKS - 5TH INTERNATIONAL SCIENTIFIC CONFERENCE, 2010, : 48 - 57
[9] ESTIMATING THE LAG STRUCTURE OF A NON-LINEAR TIME-SERIES MODEL
HINICH, MJ
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1979, 74 (366) : 449 - 452
[10] Damping estimates from experimental non-linear time-series
Nichols, JM
Virgin, LN
Gavin, HP
[J]. JOURNAL OF SOUND AND VIBRATION, 2001, 246 (05) : 815 - 827

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