方法证据记录
Nonlinear MA model
The Nonlinear Moving Average (NMA) model extends the classical linear MA model by allowing the current observation to depend on past innovations through a nonlinear function rather than a simple weighted sum. It is used in time series analysis when error shocks transmit to outcomes in an asymmetric or state-dependent fashion.
源记录
引文逐字复制自方法源记录。这些引文不代表任何层级的验证。
Nonlinear Moving Average Model
分类方法记录 · regression-model / econometrics
- Granger, C. W. J., & Andersen, A. P. (1978). An Introduction to Bilinear Time Series Models. Vandenhoeck and Ruprecht, Gottingen. · URL
- Tong, H. (1990). Non-Linear Time Series: A Dynamical System Approach. Oxford University Press. · ISBN 978-0198522300
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