Nonlinear Correlograms and Partial Autocorrelograms
Loading...
Date
Authors
Anderson, Heather
Vahid, Farshid
Journal Title
Journal ISSN
Volume Title
Publisher
Blackwell Publishing Ltd
Abstract
This paper proposes neural network-based measures of predictability in conditional mean, and then uses them to construct nonlinear analogues to autocorrelograms and partial autocorrelograms. In contrast to other measures of nonlinear dependence that rely
Description
Keywords
Citation
Collections
Source
Oxford Bulletin of Economics and Statistics
Type
Book Title
Entity type
Access Statement
License Rights
Restricted until
2037-12-31
Downloads
File
Description