An examination of some open problems in time series analysis
We investigate two open problems in the area of time series analysis. The first is developing a methodology for multivariate time series analysis when our time series has components that are both continuous and categorical. Our specific contribution is a logistic smooth transition regression (LSTR)...
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Format: | Others |
Language: | English |
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2009
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Online Access: | http://hdl.handle.net/1911/18887 |