Nonlinear time series modeling: A unified perspective, algorithm and application
Year of publication: |
2018
|
---|---|
Authors: | Mukhopadhyay, Subhadeep ; Parzen, Emanuel |
Published in: |
Journal of Risk and Financial Management. - Basel : MDPI, ISSN 1911-8074. - Vol. 11.2018, 3, p. 1-17
|
Publisher: |
Basel : MDPI |
Subject: | nonparametric time series modeling | nonlinearity | unified time series algorithm | exploratory diagnostics |
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