Documenti analoghi: Some recent development in non-linear time series modelling, testing and forecasting.
- On countinuous-time threshold autoregression
- Seasonality, non-stationarity and the forecasting of monthly time series.
- Practical Time Series Forecasting with R <A> Hands-on Guide
- Modelling Time Series with Conditional Heteroscedasticity
- Chaos and deterministic versus stochastic non-linear modelling.
- <An> MSE statistic for comparing forecast accurracy across series.