Why hammerstein-type block models are so efficient: Case study of financial econometrics

• المؤلفون الرئيسيون: Thongchai Dumrongpokaphan, Afshin Gholamy, Vladik Kreinovich, Hoang Phuong Nguyen
• التنسيق: Book Series
• منشور في: 2019
• الموضوعات: Computer Science
• الوصول للمادة أونلاين: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85065607823&origin=inward; http://cmuir.cmu.ac.th/jspui/handle/6653943832/65552

© 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...