SCOPUS 정보 검색 플랫폼

Volumn 13, Issue 1, 1994, Pages 1-9

Forecasting from non‐linear models in practice

Author keywords

bootstrap estimates; multi step forecasts; Non linear models

Indexed keywords

EID: 84979347161 PISSN: 02776693 EISSN: 1099131X Source Type: Journal
DOI: 10.1002/for.3980130102 Document Type: Article

Times cited : (60)

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2
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3
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4
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- Forecasting transformed series
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6
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- ‘Multi‐layer feedforward networks are universal approximations’, University of California at San Diego, Economics Department, Discussion Paper 88‐45
- (1991)
- Hornik, K.¹ Stinchcombe, M.² White, H.³

7
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- Nonparametric kernel estimation applied to forecasting: an evaluation based on the bootstrap
- Ullah, A., Springer‐Verlag, New York
- (1988) Semiparametric and Nonparametric Econometrics
- Moschini, D.¹ Prescott, M.² Stengos, T.³

8
- 0000661887
- Density estimates and Markov sequences
- Puri, M., Cambridge University Press, Cambridge
- (1970) Nonparametric Techniques in Statistical Inference
- Rosenblatt, M.¹

9
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- Cambridge University Press, Cambridge
- (1990) Nonlinear Time Series Models
- Tong, H.¹

10
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- Some asymptotic results for learning in single hidden layer feedforward networks
- (1989) Journal of the American Statistical Association , vol.58 , pp. 227-308
- White, H.¹

11
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- ‘Nonparametric density estimation, prediction, and regression for Markov sequences’, Journal of the American Statistical Association
- (1985) , pp. 215-221
- Yakowitz, S.¹

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.