| Автор | CHEN, S. |
| Автор | BILLINGS, S. A. |
| Дата выпуска | 1989 |
| dc.description | The modelling of non-linear time series is reviewed and new results are introduced by employing some ideas from the identification of non-linear control systems. Both global and local conditions for stationary and invertibility are established for the general non-linear time-series model and it is shown how these results provide a framework for time-series estimators. Methods of computing multistep-ahead predictions are studied and the usefulness of polynomial models is discussed. |
| Формат | application.pdf |
| Издатель | Taylor & Francis Group |
| Копирайт | Copyright Taylor and Francis Group, LLC |
| Название | Modelling and analysis of non-linear time series |
| Тип | research-article |
| DOI | 10.1080/00207178908953491 |
| Electronic ISSN | 1366-5820 |
| Print ISSN | 0020-7179 |
| Журнал | International Journal of Control |
| Том | 50 |
| Первая страница | 2151 |
| Последняя страница | 2171 |
| Аффилиация | CHEN, S.; Department of Control Engineering, University of Sheffield |
| Аффилиация | BILLINGS, S. A.; Department of Control Engineering, University of Sheffield |
| Выпуск | 6 |
