Parvin Jalili

[ 1 ] - Functional-Coefficient Autoregressive Model and its Application for Prediction of the Iranian Heavy Crude Oil Price

Time series and their methods of analysis are important subjects in statistics. Most of time series have a linear behavior and can be modelled by linear ARIMA models. However, some of realized time series have a nonlinear behavior and for modelling them one needs nonlinear models. For this, many good parametric nonlinear models such as bilinear model, exponential autoregressive model, threshold...