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Testing for parameter constancy in non-Gaussian time series

✍ Scribed by Lu Han; Brendan McCabe


Book ID
115225885
Publisher
John Wiley and Sons
Year
2012
Tongue
English
Weight
524 KB
Volume
34
Category
Article
ISSN
0143-9782

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Order series method for forecasting non-
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## Abstract A new forecasting non‐Gaussian time series method based on order series transformation properties has been proposed. The proposed method improves Yu's method without using Hermite polynomial expansion to process nonlinear instantaneous transformations and provides acceptable forecasting