Publicação
A mild skepticism on nonlinear forecasting: Some comments on the paper by Harvill and Ray
| Resumo: | t is said that von Neumann once referred to nonlinear theory as a theory of non-elephants. A similar remark is credited to Stanislav Ulan. These stories illustrate a common problem with nonlinear models: the subject is so vast that it is difficult to formulate general theories similar to those existing for linear models. bNon-elephantsQ are everything: giraffes, crabs, plants, basalt rocks, thoughts, planets and even statisticians... How could we have a theory for so diverse a subjects?. |
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| Autores principais: | Crato, Nuno |
| Assunto: | FCAR Models Nonlinear Models VAR Models Stochastic Process |
| Ano: | 2005 |
| País: | Portugal |
| Tipo de documento: | artigo |
| Tipo de acesso: | acesso aberto |
| Instituição associada: | Universidade de Lisboa |
| Idioma: | inglês |
| Origem: | Repositório da Universidade de Lisboa |
| Resumo: | t is said that von Neumann once referred to nonlinear theory as a theory of non-elephants. A similar remark is credited to Stanislav Ulan. These stories illustrate a common problem with nonlinear models: the subject is so vast that it is difficult to formulate general theories similar to those existing for linear models. bNon-elephantsQ are everything: giraffes, crabs, plants, basalt rocks, thoughts, planets and even statisticians... How could we have a theory for so diverse a subjects?. |
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