Department Colloquium
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Speaker:
Jane Harvill Department of Mathematics and Statistics Mississippi State University Time and Place: 3:30 p.m., Friday, February 3, 2006, 14 Allen Title: A HYBRID APPROACH TO NONLINEAR TIME SERIES Abstract: Functional coefficient autoregressive (FCAR) models can be considered a hybrid on parametric and nonparametric models. We present a vector FCAR model and introduce a bootstrap test for model specificity. Three forecasting procedures are presented and investigated. For illustration, the methods are applied to unemployment and GNP. Host: Kevin Knudson, (662) 325-7146, knudson@math.msstate.edu Refreshments: 3:00-3:30 p.m., 467 Allen |
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