Some recent developments in non-linear time series modelling, testing, and forecasting

Some recent developments in non-linear time series modelling, testing, and forecasting

International Journal of Forecasting

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Bibliographic Details
Main Authors: De, Gooijer J.G., Kumar, K.
Other Authors: ECONOMICS & STATISTICS
Format: Article
Published: 2011
Subjects:
ARCH
Bilinear
CUSUMS
Exponential AR
Identification
Invertibility
Lagrange-multiplier test
Multi-step-ahead forecasting
Order selection
Thresho
Online Access:http://scholarbank.nus.edu.sg/handle/10635/19383
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Institution: National University of Singapore
Description
Summary:International Journal of Forecasting

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