Multi-step prediction for nonlinear autoregressive models based on empirical distributions
Statistica Sinica
Saved in:
Main Authors: | Guo, M., Bai, Z., An, H.Z. |
---|---|
Other Authors: | STATISTICS & APPLIED PROBABILITY |
Format: | Article |
Published: |
2014
|
Subjects: | |
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/105231 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Similar Items
-
Semiparametric GMM Estimation of Spatial Autoregressive Models
by: SU, Liangjun
Published: (2012) -
Specification test for spatial autoregressive models
by: SU, Liangjun, et al.
Published: (2017) -
On Confidence Intervals for Autoregressive Roots and Predictive Regression
by: Peter C. B. PHILLIPS,
Published: (2014) -
Linear programming-based estimators in nonnegative autoregression
by: PREVE, Daniel P. A.
Published: (2015) -
An empirical study of statistical properties of variance partition coefficients for multi-level logistic regression models
by: Li, J., et al.
Published: (2014)