Boosting techniques for nonlinear time series models
نویسندگان
چکیده
منابع مشابه
Boosting Techniques for Nonlinear Time Series Models
Many of the popular nonlinear time series models require a priori the choice of parametric functions which are assumed to be appropriate in specific applications. This approach is used mainly in financial applications, when sufficient knowledge is available about the nonlinear structure between the covariates and the response. One principal strategy to investigate a broader class on nonlinear t...
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ژورنال
عنوان ژورنال: AStA Advances in Statistical Analysis
سال: 2011
ISSN: 1863-8171,1863-818X
DOI: 10.1007/s10182-011-0163-4