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General expression for linear and nonlinear time series models

Ren Huang, Feiyun Xu, Ruwen Chen

Frontiers of Mechanical Engineering in China · 2009 · 14 citations · 2 references

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Concepts

ComputingMathematicsEconometricsForecastingTime Series AnalysisAutocorrelation AnalysisStationarity AnalysisTime Series EconometricsTime Series ForecastingTime Series ModelingTime-dependent NonlinearityAutoregressive ModelsNonlinear AnalysisNonlinear Forecasting ModelsNonlinear RegressionNonlinear Time-series Analysis

References

2

Time Series and System Analysis with Applications.

Emanuel Parzen, Sudhakar M. Pandit, Shien-Ming Wu · Journal of the American Statistical Association · 1985 · 686 citations

Computing, Business Economics, Systems Engineering +12

Time series nonlinearity modeling: A Giannakis formula type approach

Jean‐Marc Le Caillec, René Garello · Signal Processing · 2003 · 15 citations

Computing, Mathematics, Econometrics +12