On the identification of large multilinear systems
Year of publication: |
2006
|
---|---|
Authors: | Franke, Jürgen ; Löhr, Jochen |
Published in: |
Computational Statistics. - Springer. - Vol. 21.2006, 3, p. 415-429
|
Publisher: |
Springer |
Subject: | Bilinear system | Identification algorithm | Model selection | Time series |
-
Forecast combinations in a DSGE-VAR lab
Costantini, Mauro, (2014)
-
General-to-specific (GETS) modelling and indicator saturation with the R package gets
Pretis, Felix, (2016)
-
A better measure of relative prediction accuracy for model selection and model estimation
Tofallis, Christopher, (2015)
- More ...
-
Franke, Jürgen, (1989)
-
Franke, Jürgen, (1986)
-
Nonlinear and nonparametric methods for analyzing financial time series
Franke, Jürgen, (1999)
- More ...