Functional-Coefficient Regression Models for Nonlinear Time Series
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/01621459.2000.10474284
Reference48 articles.
1. A note on the ergodicity of non-linear autoregressive model
2. Identification of nonlinear time series: First order characterization and order determination
3. Generalized autoregressive conditional heteroskedasticity
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