Záznam dôkazov metódy

Nonlinear AR Model

The Nonlinear AR model extends the classical autoregressive framework by allowing the mapping from past values to the current value to follow an arbitrary or regime-switching nonlinear function. Major families include the Self-Exciting Threshold AR (SETAR), Smooth Transition AR (STAR), and neural network AR, each capturing different forms of asymmetry, regime shifts, or smooth nonlinear dynamics in univariate time series.

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Nonlinear Autoregressive Model

Taxonomický záznam metódy · regression-model / econometrics

Tong, H. (1990). Non-Linear Time Series: A Dynamical System Approach. Oxford University Press. · ISBN 9780198522201
Terasvirta, T. (1994). Specification, estimation, and evaluation of smooth transition autoregressive models. Journal of the American Statistical Association, 89(425), 208-218. · DOI 10.1080/01621459.1994.10476462

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Taxonomic bucketARIMA modelmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketARMA modelmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketAutoregressive modelmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketNonlinear ARDLmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketNonlinear VECMmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketStructural Break AR Modelmachine-suggested · Relational suggestion, not evidence.