DSpace UNL

Instituto Superior de Estatística e Gestão de Informação (ISEGI) >
ISEGI - Working Papers >

Please use this identifier to cite or link to this item: http://hdl.handle.net/10362/7646

Title: Non-linear time series models
Authors: Turkman, Kamil Feridun
Keywords: Linear processes
Modeling time series
Issue Date: May-1996
Abstract: The last three decades have seen quite dramatic changes the way we modeled time dependent data. Linear processes have been in the center stage in modeling time series. As far as the second order properties are concerned, the theory and the methodology are very adequate.However, there are more and more evidences that linear models are not sufficiently flexible and rich enough for modeling purposes and that failure to account for non-linearities can be very misleading and have undesired consequences.
URI: http://hdl.handle.net/10362/7646
Appears in Collections:ISEGI - Working Papers

Files in This Item:

File Description SizeFormat
WP0051.pdf3.59 MBAdobe PDFView/Open
View Statistics
FacebookTwitterDeliciousLinkedInDiggGoogle BookmarksMySpaceOrkut
Formato BibTex mendeley Endnote Logotipo do DeGóis 

Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.


Universidade Nova de Lisboa  - Statistics  - Feedback
Estamos no RCAAP Governo Português separator Ministério da Educação e Ciência   Fundação para a Ciência e a Tecnologia

Financiado por: