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Showing 1 to 3 of 3 for “"Nonstationary models"”.
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State-dependent model, multi-step-ahead, multiple forecasts: Experience with the United States unemployment rate series
… forecasting of linear and nonlinear time series models. Through Priestley's State Dependent Model and the Kalman filter algorithm, linear, nonlinear and nonstationary models have been fitted to the US unemployment rate series. The algorithm has been extended to account for both nonlinearity and …
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Methods and applications for space-time data
… likelihood and Bayesian methods respectively. A nonstationary spatio-temporal model is proposed which applies the concept of the dimension expansion method in Bornn et al. (2012). The estimation of this model is investigated and simulations are conducted for both separable and nonseparable …