Univariate nonlinear time series models
Univariate nonlinear time series models
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单变量非线性时间序列模型
DOI：
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发表时间：
2005
期刊：
影响因子：
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通讯作者：
T. Teräsvirta
中科院分区：
文献类型：
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作者：
T. Teräsvirta
本文综述了单变量非线性时间序列分析的研究进展。首先介绍了几种常用的非线性模型。下一节将介绍线性测试方法，这是建立非线性模型的一个重要部分。随后讨论了在预定的模型族内对非线性级数进行建模的技术。使用非线性模型进行预测也有自己的章节。一组简短的结束语结束了这一章。
In this paper developments in the analysis of univariate nonlinear time series are considered. First a number of commonly used nonlinear models are presented. The next section is devoted to methods of testing linearity, which is an important part of nonlinear model building. Techniques of modelling nonlinear series within a predetermined family of models are discussed thereafter. Forecasting with nonlinear models also has its own section. A brief set of final remarks closes the chapter.