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  • Search: subject:"Surrogate data method"
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Year of publication
Subject
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Bootstrap 2 Surrogate data method 2 random processes 2 Nearest Neighbor Methods 1 Surrogate Data Method 1 Tourism Forecasting 1
Online availability
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Undetermined 2
Type of publication
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Article 2 Book / Working Paper 1
Language
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Undetermined 3
Author
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Hinich, Melvin 2 Mendes, Eduardo 2 Stone, Lewi 2 Díaz, Marcos Álvarez 1 Sbert, Josep Mateu 1
Institution
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Centre de Recerca Econòmica (UIB ·"Sa Nostra") 1
Published in...
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Studies in Nonlinear Dynamics & Econometrics 2 CRE Working Papers (Documents de treball del CRE) 1
Source
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RePEc 3
Showing 1 - 3 of 3
Cover Image
Detecting Nonlinearity in Time Series: Surrogate and Bootstrap Approaches
Hinich, Melvin; Mendes, Eduardo; Stone, Lewi - In: Studies in Nonlinear Dynamics & Econometrics 9 (2007) 4, pp. 1268-1268
Detecting nonlinearity in financial time series is a key point when the main interest is to understand the generating process. One of the main tests for testing linearity in time series is the Hinich Bispectrum Nonlinearity Test (HINBIN). Although this test has been succesfully applied to a vast...
Persistent link: https://www.econbiz.de/10005007687
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Forecasting Daily Air Arrivals to Mallorca Island Using Nearest Neighbor Methods
Díaz, Marcos Álvarez; Sbert, Josep Mateu - Centre de Recerca Econòmica (UIB ·"Sa Nostra") - 2007
This paper investigates the feasibility of using different generalizations of the nearest neighbor method in a tourism forecasting problem. The method is widely employed in different fields of research but, inexplicably, it is practically unknown in tourism forecasting. Specifically, the method...
Persistent link: https://www.econbiz.de/10005771652
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Cover Image
Detecting Nonlinearity in Time Series: Surrogate and Bootstrap Approaches
Hinich, Melvin; Mendes, Eduardo; Stone, Lewi - In: Studies in Nonlinear Dynamics & Econometrics 9 (2005) 4, pp. 1268-1268
Detecting nonlinearity in financial time series is a key point when the main interest is to understand the generating process. One of the main tests for testing linearity in time series is the Hinich Bispectrum Nonlinearity Test (HINBIN). Although this test has been succesfully applied to a vast...
Persistent link: https://www.econbiz.de/10005584884
Saved in:
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