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A mild skepticism on nonlinear forecasting: Some comments on the paper by Harvill and Ray

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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?.
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

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