A forecasting procedure for nonlinear autoregressive time series models

Journal of Forecasting

Volumn 24, Issue 5, 2005, Pages 335-351

  Cai, Yuzhi ^a  

^a UNIVERSITY OF PLYMOUTH   (United Kingdom)

Author keywords

Chapman Kolmogorov equation; Forecasting procedure; Nonlinear autoregressive time series

Indexed keywords

ALGORITHMS; COMPUTATIONAL METHODS; MATHEMATICAL MODELS; MONTE CARLO METHODS; NONLINEAR SYSTEMS; PROBABILITY DENSITY FUNCTION; TIME SERIES ANALYSIS;

CHAPMAN-KOLMOGROV EQUATION; FORECASTING PROCEDURES; NONLINEAR AUTOREGRESSIVE TIME SERIES; NUMERICAL ALGORITHMS;

FORECASTING;

EID: 23844482852     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/for.959     Document Type: Article

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