MULTI-STEP PREDICTION FOR NONLINEAR AUTOREGRESSIVE MODELS BASED ON EMPIRICAL DISTRIBUTIONS

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Works Cited by This (4)

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+ PDF Chat	Probability Theory: Independence, Interchangeability, Martingales	1998	Robert Lund Y. S. Chow Henry Teicher
+	Some advances in non‐linear and adaptive modelling in time‐series	1994	George C. Tiao Ruey S. Tsay
+ PDF Chat	Consistency and Limiting Distribution of the Least Squares Estimator of a Threshold Autoregressive Model	1993	Kung‐Sik Chan
+	THE HIGHER-ORDER MOMENTS OF A CLASS OF NONLINEAR AUTOREGRESSIVE MODEL WITH CONDITIONAL HETEROSCEDASTICITY	1998	Guo–Cheng Wu M Chen Jianxiong Li