Utilize este identificador para referenciar este registo: http://hdl.handle.net/10362/7646
Título: Non-linear time series models
Autor: Turkman, Kamil Feridun
Palavras-chave: Linear processes
Modeling time series
Data: Mai-1996
Resumo: 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
Aparece nas colecções:NIMS - Working Papers

Ficheiros deste registo:
Ficheiro Descrição TamanhoFormato 
WP0051.pdf3,59 MBAdobe PDFVer/Abrir

FacebookTwitterDeliciousLinkedInDiggGoogle BookmarksMySpace
Formato BibTex MendeleyEndnote Degois 

Todos os registos no repositório estão protegidos por leis de copyright, com todos os direitos reservados.