Why hammerstein-type block models are so efficient: Case study of financial econometrics
© Springer Nature Switzerland AG 2019. In the first approximation, many economic phenomena can be described by linear systems. However, many economic processes are non-linear. So, to get a more accurate description of economic phenomena, it is necessary to take this non-linearity into account. In ma...
Saved in:
Main Authors: | Thongchai Dumrongpokaphan, Afshin Gholamy, Vladik Kreinovich, Hoang Phuong Nguyen |
---|---|
Format: | Book Series |
Published: |
2019
|
Subjects: | |
Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85065607823&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/65552 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Chiang Mai University |
Similar Items
-
Why cannot we have a strongly consistent family of skew normal (And higher order) distributions
by: Thongchai Dumrongpokaphan, et al.
Published: (2018) -
Why cannot we have a strongly consistent family of skew normal (And higher order) distributions
by: Thongchai Dumrongpokaphan, et al.
Published: (2018) -
Why Bohmian Approach to Quantum Econometrics: An Algebraic Explanation
by: Vladik Kreinovich, et al.
Published: (2020) -
Why threshold models: A theoretical explanation
by: Thongchai Dumrongpokaphan, et al.
Published: (2019) -
Why Sparse?
by: Thongchai Dumrongpokaphan, et al.
Published: (2020)