✦ LIBER ✦

Functional Coefficient Regression Models for Non-linear Time Series: A Polynomial Spline Approach

✍ Scribed by Jianhua Z. Huang; Haipeng Shen

Book ID: 111008697
Publisher: John Wiley and Sons
Year: 2004
Tongue: English
Weight: 229 KB
Volume: 31
Category: Article
ISSN: 0303-6898
DOI: 10.1111/j.1467-9469.2004.00404.x

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A Bayesian approach to model selection i

A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models

✍ Thomas S. Shively; Robert Kohn 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 871 KB

A non-linear possibilistic regression ap

A non-linear possibilistic regression approach to model functional relationships in product planning

✍ Yizeng Chen; Li Chen 📂 Article 📅 2005 🏛 Springer 🌐 English ⚖ 494 KB

AN EXACT TEST FOR A STOCHASTIC COEFFICIE

AN EXACT TEST FOR A STOCHASTIC COEFFICIENT IN A TIME SERIES REGRESSION MODEL

✍ Thomas S. Shively 📂 Article 📅 1988 🏛 John Wiley and Sons 🌐 English ⚖ 420 KB

ESTIMATION FOR NON-LINEAR TIME SERIES MO

ESTIMATION FOR NON-LINEAR TIME SERIES MODELS USING ESTIMATING EQUATIONS

✍ A. Thavaneswaran; B. Abraham 📂 Article 📅 1988 🏛 John Wiley and Sons 🌐 English ⚖ 459 KB

Estimation of parameters in models for t

Estimation of parameters in models for traffic prediction: A non-linear regression approach

✍ Per Högberg 📂 Article 📅 1976 🏛 Elsevier Science ⚖ 281 KB

A dynamic linear model approach for disa

A dynamic linear model approach for disaggregating time series data

✍ M. Al-Osh 📂 Article 📅 1989 🏛 John Wiley and Sons 🌐 English ⚖ 703 KB

An approach is proposed for obtaining estimates of the basic (disaggregated) series, xi, when only an aggregate series, y r , of k period non-overlapping sums of xi's is available. The approach is based on casting the problem in a dynamic linear model form. Then estimates of xi can be obtained by ap