NONLINEAR TIME-SERIES - A SELECTIVE REVIEW

被引：0

作者：

TJOSTHEIM, D ^{[1
]}

机构：

[1] UNIV HEIDELBERG,INST ANGEW MATH,W-6900 HEIDELBERG,GERMANY

来源：

SCANDINAVIAN JOURNAL OF STATISTICS | 1994年 / 21卷 / 02期

关键词：

NONLINEAR TIME SERIES; NONPARAMETRIC IDENTIFICATION; RESTRICTED NONPARAMETRIC; TEST OF INDEPENDENCE; TEST OF LINEARITY;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A selective review of non-linear time series is presented. All of the three phases in the specification-estimation-verification modelling cycle are covered, but much of the emphasis is on non-parametric and restricted non-parametric methods. In particular, recent results on non-parametric tests of linearity and independence are included.

引用

页码：97 / 130

页数：34

共 50 条

[41] Nonlinear Dynamic Boltzmann Machines for Time-Series Prediction
Dasgupta, Sakyasingha
Osogami, Takayuki
[J]. THIRTY-FIRST AAAI CONFERENCE ON ARTIFICIAL INTELLIGENCE, 2017, : 1833 - 1839
[42] Variational Approaches Toward Nonlinear Time-Series Analysis
Michel Sammon
[J]. Annals of Biomedical Engineering, 1999, 27 : 274 - 285
[43] Nonlinear time-series analysis of Hyperion’s lightcurves
M. Tarnopolski
[J]. Astrophysics and Space Science, 2015, 357
[44] Variational approaches toward nonlinear time-series analysis
Sammon, M
[J]. ANNALS OF BIOMEDICAL ENGINEERING, 1999, 27 (02) : 274 - 285
[45] Nonlinear time-series convergence: The role of structural breaks
King, Alan
Ramlogan-Dobson, Carlyn
[J]. ECONOMICS LETTERS, 2011, 110 (03) : 238 - 240
[46] NONPARAMETRIC IDENTIFICATION OF A PARTICULAR NONLINEAR TIME-SERIES SYSTEM
GREBLICKI, W
PAWLAK, M
[J]. IEEE TRANSACTIONS ON SIGNAL PROCESSING, 1992, 40 (04) : 985 - 989
[47] On temporal aggregation of some nonlinear time-series models
Chan, Wai-Sum
[J]. ECONOMETRICS AND STATISTICS, 2022, 21 : 38 - 49
[48] IDENTIFICATION OF THE COEFFICIENTS IN A NONLINEAR TIME-SERIES OF THE QUADRATIC TYPE
HINICH, MJ
PATTERSON, DM
[J]. JOURNAL OF ECONOMETRICS, 1985, 30 (1-2) : 269 - 288
[49] Nonlinear time-series model for VER video traffic
Davis, JL
Chandra, K
Thompson, C
[J]. 25TH ANNUAL IEEE CONFERENCE ON LOCAL COMPUTER NETWORKS - PROCEEDINGS, 2000, : 678 - 683
[50] Nonlinear time-series analysis of Hyperion's lightcurves
Tarnopolski, M.
[J]. ASTROPHYSICS AND SPACE SCIENCE, 2015, 357 (02)

← 1 2 3 4 5 →