When is a time series I(0)? Evaluating the memory properties of nonlinear dynamic models (revised version)

The quest for nonlinearity in time series

S. Giannerini

January 2012

In this chapter, we review the problem of testing for nonlinearity in time series. First, we discuss...

Nonlinear time series modeling with application to finance and other fields

金曙松.
Jin, Shusong.

January 2005

abstractpublished_or_final_versionStatistics and Actuarial ScienceDoctoralDoctor of Philosoph

Prior knowledge for time series modelling

Dodd, T.

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN037958 / BLDSC - British Library D...

Modelling and analysis of nonlinear time series

Chen, S.
Billings, S
Sheffield Univ. (United Kingdom). Dept. of Control Engineering

January 1989

Research report no. 355SIGLEAvailable from British Library Document Supply Centre- DSC:6015.42F(N--9...

Nonlinear time series with long memory A model for stochastic volatility

Robinson, P.
Zaffaroni, P.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centre for Economics and Related Disciplines

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(97/320) / BLDSC - British Li...

When is a time series I(0)?

Davidson, James

March 2013

Working paper; due to be published in "The Methodology and Practice of Econometrics", a festschrift ...

Forecasting accuracy of nonlinear time series models

Pemberton, J.
Salford Univ. (United Kingdom). Dept. of Mathematics and Computer Science

January 1989

SIGLEAvailable from British Library Document Supply Centre-DSC:98/02265 / BLDSC - British Library Do...

Aspects of non-linear time series analysis

Moeanaddin, R

January 1989

SIGLEAvailable from British Library Document Supply Centre- DSC:DX88251 / BLDSC - British Library Do...

On threshold time series modelling

Lim, K

January 1981

SIGLEAvailable from British Library Document Supply Centre- DSC:D41845/82 / BLDSC - British Library ...

Nonparametric analysis of nonlinear time series

Robinson, P.M
Social Science Research Council, London (United Kingdom)

January 1983

SIGLEAvailable from British Library Lending Division - LD:8318.17142(SSRC-H--00/23/0007) / BLDSC - B...

Testing for non-linear dynamics in historical unemployment series

Alogoskoufis, G.S.
Stengos, T
Birkbeck Coll., London (United Kingdom). Dept. of Economics

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9148(3/91) / BLDSC - British Li...

Modelling nonlinearity and long memory in time series

Robinson, Peter M.
Zaffaroni, Paolo

January 1997

We discuss models that impart a form of long memory in raw time series xt or instantaneous functions...

Nonlinearity in time series models

Kalibán, František

January 2014

The thesis concentrates on property of linearity in time series models, its definitions and possibil...

Model Validity Tests for Nonlinear Signal Processing Applications

Billings, S.A.
Tao, Q.H.

August 1990

Time series model validity tests based on general correlations are presented in this paper. It is sh...

Nonlinear long memory models, with applications in finance

Zaffaroni, P.

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN023682 / BLDSC - British Library D...

The quest for nonlinearity in time series

S. Giannerini

January 2012

In this chapter, we review the problem of testing for nonlinearity in time series. First, we discuss...

Nonlinear time series modeling with application to finance and other fields

金曙松.
Jin, Shusong.

January 2005

abstractpublished_or_final_versionStatistics and Actuarial ScienceDoctoralDoctor of Philosoph

Prior knowledge for time series modelling

Dodd, T.

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN037958 / BLDSC - British Library D...

Modelling and analysis of nonlinear time series

Chen, S.
Billings, S
Sheffield Univ. (United Kingdom). Dept. of Control Engineering

January 1989

Research report no. 355SIGLEAvailable from British Library Document Supply Centre- DSC:6015.42F(N--9...

Nonlinear time series with long memory A model for stochastic volatility

Robinson, P.
Zaffaroni, P.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centre for Economics and Related Disciplines

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(97/320) / BLDSC - British Li...

When is a time series I(0)?

Davidson, James

March 2013

Working paper; due to be published in "The Methodology and Practice of Econometrics", a festschrift ...

Forecasting accuracy of nonlinear time series models

Pemberton, J.
Salford Univ. (United Kingdom). Dept. of Mathematics and Computer Science

January 1989

SIGLEAvailable from British Library Document Supply Centre-DSC:98/02265 / BLDSC - British Library Do...

Aspects of non-linear time series analysis

Moeanaddin, R

January 1989

SIGLEAvailable from British Library Document Supply Centre- DSC:DX88251 / BLDSC - British Library Do...

On threshold time series modelling

Lim, K

January 1981

SIGLEAvailable from British Library Document Supply Centre- DSC:D41845/82 / BLDSC - British Library ...

Nonparametric analysis of nonlinear time series

Robinson, P.M
Social Science Research Council, London (United Kingdom)

January 1983

SIGLEAvailable from British Library Lending Division - LD:8318.17142(SSRC-H--00/23/0007) / BLDSC - B...

Testing for non-linear dynamics in historical unemployment series

Alogoskoufis, G.S.
Stengos, T
Birkbeck Coll., London (United Kingdom). Dept. of Economics

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9148(3/91) / BLDSC - British Li...

Modelling nonlinearity and long memory in time series

Robinson, Peter M.
Zaffaroni, Paolo

January 1997

We discuss models that impart a form of long memory in raw time series xt or instantaneous functions...

Nonlinearity in time series models

Kalibán, František

January 2014

The thesis concentrates on property of linearity in time series models, its definitions and possibil...

Model Validity Tests for Nonlinear Signal Processing Applications

Billings, S.A.
Tao, Q.H.

August 1990

Time series model validity tests based on general correlations are presented in this paper. It is sh...

Nonlinear long memory models, with applications in finance

Zaffaroni, P.

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN023682 / BLDSC - British Library D...

The quest for nonlinearity in time series

S. Giannerini

January 2012

In this chapter, we review the problem of testing for nonlinearity in time series. First, we discuss...

Nonlinear time series modeling with application to finance and other fields

金曙松.
Jin, Shusong.

January 2005

abstractpublished_or_final_versionStatistics and Actuarial ScienceDoctoralDoctor of Philosoph

Prior knowledge for time series modelling

Dodd, T.

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN037958 / BLDSC - British Library D...

When is a time series I(0)? Evaluating the memory properties of nonlinear dynamic models (revised version)

Abstract

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When is a time series I(0)? Evaluating the memory properties of nonlinear dynamic models (revised version)

Abstract

Extracted data

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