Univariate nonlinear time series models
作者： Timo Teräsvirta
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摘要: In this paper developments in the analysis of univariate nonlinear time series are considered. First a number commonly used models presented. The next section is devoted to methods testing linearity, which an important part model building. Techniques modelling within predetermined family discussed thereafter. Forecasting with also has its own section. A brief set final remarks closes chapter.
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