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Quantifying the influence of initial values on nonlinear prediction

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  • Yao, Qiwei
  • Tong, Howell

Abstract

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Suggested Citation

  • Yao, Qiwei & Tong, Howell, 1994. "Quantifying the influence of initial values on nonlinear prediction," LSE Research Online Documents on Economics 19426, London School of Economics and Political Science, LSE Library.
    • Handle: RePEc:ehl:lserod:19426
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    File URL: http://eprints.lse.ac.uk/19426/
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    Cited by:

    1. Sayed A. Mostafa & Ibrahim A. Ahmad, 2019. "Kernel density estimation from complex surveys in the presence of complete auxiliary information," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 82(3), pages 295-338, April.
    2. Amendola, Alessandra & Christian, Francq, 2009. "Concepts and tools for nonlinear time series modelling," MPRA Paper 15140, University Library of Munich, Germany.
    3. Bask Mikael & de Luna Xavier, 2002. "Characterizing the Degree of Stability of Non-linear Dynamic Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 6(1), pages 1-19, April.
    4. Kung-Sik Chan & Simone Giannerini & Greta Goracci & Howell Tong, 2020. "Testing for threshold regulation in presence of measurement error with an application to the PPP hypothesis," Papers 2002.09968, arXiv.org, revised Nov 2021.
    5. Wolff Rodney & Yao Qiwei & Tong Howell, 2004. "Statistical Tests for Lyapunov Exponents of Deterministic Systems," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(2), pages 1-19, May.
    6. Koul, Hira L. & Zhu, Xiaoqing, 2015. "Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models," Journal of Multivariate Analysis, Elsevier, vol. 137(C), pages 141-160.
    7. M. Berument & Yeliz Yalcin & Julide Yildirim, 2011. "The inflation and inflation uncertainty relationship for Turkey: a dynamic framework," Empirical Economics, Springer, vol. 41(2), pages 293-309, October.
    8. Silvano Bordignon & Francesco Lisi, 2001. "Interval prediction for chaotic time series," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3-4), pages 117-140.
    9. Tak Kuen Siu, 2024. "Bayesian Lower and Upper Estimates for Ether Option Prices with Conditional Heteroscedasticity and Model Uncertainty," JRFM, MDPI, vol. 17(10), pages 1-32, September.

    More about this item

    JEL classification:

    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General

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