On SETAR non-linearity and forecasting
Year of publication: |
2003
|
---|---|
Authors: | Clements, Michael P. ; Franses, Philip Hans ; Smith, Jeremy ; Dijk, Dick van |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 22.2003, 5, p. 359-375
|
Subject: | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Theorie | Theory | Nichtlineare Regression | Nonlinear regression | Autokorrelation | Autocorrelation |
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