✦ LIBER ✦

Multi–regime models for nonlinear nonstationary time series

✍ Scribed by Francesco Battaglia; Mattheos K. Protopapas

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

15. Time series : Modelling of nonstatio

✍ S.N. Prasad 📂 Article 📅 1984 🏛 Elsevier Science 🌐 English ⚖ 160 KB

INITIALIZING THE KALMAN FILTER FOR NONST

✍ William Bell; Steven Hillmer 📂 Article 📅 1991 🏛 John Wiley and Sons 🌐 English ⚖ 875 KB

Robust inference in nonstationary time s

✍ Zhijie Xiao 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 321 KB

Time-varying parameter auto-regressive m

✍ WanChun Fei; Lun Bai 📂 Article 📅 2009 🏛 SP Science China Press 🌐 English ⚖ 311 KB

Estimating Functions for Nonlinear Time

✍ S.Ajay Chandra; Masanobu Taniguchi 📂 Article 📅 2001 🏛 Springer Japan 🌐 English ⚖ 741 KB

Boosting techniques for nonlinear time s

✍ Nikolay Robinzonov; Gerhard Tutz; Torsten Hothorn 📂 Article 📅 2011 🏛 Springer-Verlag 🌐 English ⚖ 975 KB