頁籤選單縮合
題 名 | Multi-Step Prediction for Nonlinear Autoregressive Models Based on Empirical Distributions |
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作 者 | Guo,Meihui; Bai,Zhidong; An,Hong Zhi; | 書刊名 | Statistica Sinica |
卷 期 | 9:2 1999.04[民88.04] |
頁 次 | 頁559-570 |
分類號 | 319.5 |
關鍵詞 | Empirical distribution; Multi-step prediction; Nonlinear autoregressive model; |
語 文 | 英文(English) |
英文摘要 | A multi-step prediction procedure for nonlinear autoregressive (NLAR) models based on empirical distributions is proposed. Calculations involved in this prediction scheme are rather simple. It is shown that the proposed predictors are asymptotically equivalent to the exact least squares multi-step predictors, which are computable only when the innovation distribution has a simple known form. Simulation studies are conducted for two- and three-step predictors of two NLAR models. |
本系統中英文摘要資訊取自各篇刊載內容。