Multi-step prediction for nonlinear autoregressive models based on empirical distributions

Statistica Sinica

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Main Authors: Guo, M., Bai, Z., An, H.Z.
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Article
Published: 2014
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Online Access:http://scholarbank.nus.edu.sg/handle/10635/105231
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-1052312015-02-22T12:12:21Z Multi-step prediction for nonlinear autoregressive models based on empirical distributions Guo, M. Bai, Z. An, H.Z. STATISTICS & APPLIED PROBABILITY Empirical distribution Multi-step prediction Nonlinear autoregressive model Statistica Sinica 9 2 559-570 2014-10-28T05:13:22Z 2014-10-28T05:13:22Z 1999-04 Article Guo, M.,Bai, Z.,An, H.Z. (1999-04). Multi-step prediction for nonlinear autoregressive models based on empirical distributions. Statistica Sinica 9 (2) : 559-570. ScholarBank@NUS Repository. 10170405 http://scholarbank.nus.edu.sg/handle/10635/105231 NOT_IN_WOS Scopus
institution National University of Singapore
building NUS Library
country Singapore
collection ScholarBank@NUS
topic Empirical distribution
Multi-step prediction
Nonlinear autoregressive model
spellingShingle Empirical distribution
Multi-step prediction
Nonlinear autoregressive model
Guo, M.
Bai, Z.
An, H.Z.
Multi-step prediction for nonlinear autoregressive models based on empirical distributions
description Statistica Sinica
author2 STATISTICS & APPLIED PROBABILITY
author_facet STATISTICS & APPLIED PROBABILITY
Guo, M.
Bai, Z.
An, H.Z.
format Article
author Guo, M.
Bai, Z.
An, H.Z.
author_sort Guo, M.
title Multi-step prediction for nonlinear autoregressive models based on empirical distributions
title_short Multi-step prediction for nonlinear autoregressive models based on empirical distributions
title_full Multi-step prediction for nonlinear autoregressive models based on empirical distributions
title_fullStr Multi-step prediction for nonlinear autoregressive models based on empirical distributions
title_full_unstemmed Multi-step prediction for nonlinear autoregressive models based on empirical distributions
title_sort multi-step prediction for nonlinear autoregressive models based on empirical distributions
publishDate 2014
url http://scholarbank.nus.edu.sg/handle/10635/105231
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