Data Analysis and Applications 1: Clustering and Regression, Modeling-estimating
173,02 €
Subtitle Clustering and Regression, Modeling-estimating, Forecasting and Data Mining. Norio WATANABE and Fumiaki OKIHARA 6.1 Introduction 91 6.2 The model 92 6.2.1 Trend model 92 6.2.2 Intervention GARCH model 93 6.3 Identification 96 6.4 Simulation 96 6.4.1 Simulation on trend model 96 6.4.2 Simulation on intervention trend model 98 6.5 Application 98 6.6 Concluding remarks 102 6.7 References 103 Chapter 7 A Note on the Linear Approximation of TAR Models 105.
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