https://openresearch-repository.anu.edu.au/items/70b1f36a-3c46-4702-be94-4c91add90a5c/request-a-copy?bitstream=d2279378-eba3-4e87-b8c1-a672137b7545
Nonlinear Correlograms and Partial Autocorrelograms
This paper proposes neural network-based measures of predictability in conditional mean, and then uses them to construct nonlinear analogues to...
nonlinearpartial