Boosting nonlinear additive autoregressive time series

Computational Statistics and Data Analysis

Volumn 53, Issue 7, 2009, Pages 2453-2464

  Shafik, Nivien ^a   Tutz, Gerhard ^a  

^a UNIVERSITY OF MUNICH   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

NONLINEAR ANALYSIS; TIME SERIES ANALYSIS;

AUTO-REGRESSIVE TIME SERIES; BASIS FUNCTIONS; BOOSTING METHODS; EXOGENOUS VARIABLES; FITTING METHODS; HIGH-DIMENSIONAL; LINEAR AUTOREGRESSIVE MODELS; MODEL IDENTIFICATIONS; NONLINEAR AUTOREGRESSIVE TIME SERIES; NONLINEAR TIME SERIES MODELS; REAL-WORLD DATUM;

TIME SERIES;

EID: 61849178068     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2008.12.006     Document Type: Article

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