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https://scholarbank.nus.edu.sg/handle/10635/19383
Title: | Some recent developments in non-linear time series modelling, testing, and forecasting | Authors: | De, Gooijer J.G. Kumar, K. |
Keywords: | ARCH Bilinear CUSUMS Exponential AR Identification Invertibility Lagrange-multiplier test Multi-step-ahead forecasting Order selection Thresho |
Issue Date: | 1992 | Citation: | De, Gooijer J.G.,Kumar, K. (1992). Some recent developments in non-linear time series modelling, testing, and forecasting. International Journal of Forecasting 8 (2) : 135-156. ScholarBank@NUS Repository. | Source Title: | International Journal of Forecasting | URI: | http://scholarbank.nus.edu.sg/handle/10635/19383 | ISSN: | 01692070 |
Appears in Collections: | Staff Publications |
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