• Title of article

    State-dependent vector hybrid linear and nonlinear ARMA modeling: Applications

  • Author/Authors

    Yuanjin Zheng، نويسنده , , Zhiping Lin and David B. H. Tay، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2001
  • Pages
    23
  • From page
    575
  • To page
    597
  • Keywords
    long correlation time series , SVH-ARMA model , multiple step ahead prediction , one step ahead prediction , extended Kalman filtering , dyadic wavelet transform.
  • Journal title
    Circuits, Systems and Signal Processing
  • Serial Year
    2001
  • Journal title
    Circuits, Systems and Signal Processing
  • Record number

    342439