Estimating non-linear ARMA models using Fourier coefficients

International Journal of Forecasting

Volumn 16, Issue 3, 2000, Pages 333-347

  Ludlow, Jorge ^a   Enders, Walter ^b  

^a UNIVERSIDAD AUTÓNOMA METROPOLITANA   (Mexico)

^b IOWA STATE UNIVERSITY   (United States)

Author keywords

Asymmetric adjustment; Fourier approximation; Non linear model

Indexed keywords

EID: 0009400391     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(00)00048-0     Document Type: Article

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