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

• Main Authors: De, Gooijer J.G., Kumar, K.
• 其他作者: ECONOMICS & STATISTICS
• 格式: Article
• 出版: 2011
• 主題: ARCH; Bilinear; CUSUMS; Exponential AR; Identification; Invertibility; Lagrange-multiplier test; Multi-step-ahead forecasting; Order selection; Thresho
• 在線閱讀: http://scholarbank.nus.edu.sg/handle/10635/19383

International Journal of Forecasting