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Original Articles

On extrapolation in some non-linear ar(1) processes

Pages 581-587 | Received 01 Jun 1995, Published online: 17 Feb 2011

Bibliography

  • Anděl , J. 1996 . A remark in least-squares and naive extrapolations in non-linear AR(1) processes . J. of Forecasting , accepted
  • Doob , J.L. 1953 . Stochastic Processes , New York : Wiley .
  • Jones , D.A. 1977 . Stationarity of non-linear autoregressive processes , Wallingford, , U.K : Institute of Hydrology . Tech. Rep
  • Moeanaddin , R. and Tong , H. 1990 . Numerical evaluation of distributions in non-linear autoregression . J. Time Ser. Ana , 11 : 33 – 48 .
  • Pemberton , J. 1987 . Exact least squares multi-step prediction from nonlinear autoregressive models . J. Time Ser. Anal , 8 : 443 – 448 .
  • Tong , H. 1990 . Non-linear Time Series , Oxford : Clarendon Press .

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