Forecast problems of nonlinear time series models
碩士 === 國立中山大學 === 應用數學研究所 === 82 === There are anomalies found by Davies et al.(1988) and Pemberton (1990) when comparing forecast performance of SETAR model with that of AR model based on minimum mean squared error and mini- mum absolute m...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
1994
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| Online Access: | http://ndltd.ncl.edu.tw/handle/84019370807562580158 |