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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Bibliographic Details
Main Author: Davis, Ginger Michelle
Other Authors: Ensor, Katherine B.
Format: Others
Language:English
Published: 2009
Subjects:
Online Access:http://hdl.handle.net/1911/18887