참고문헌
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- Econometrica v.50 Autoregressive conditional heteroscedasticity with estimates of the variance of U.K. inflation Engle, R.F.
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- Notes in Statistics v.11 Random Coefficient Autoregressive Models: An Introduction Nicholls, D.F.;Quinn, B.G.
- IJCNN v.2 Neural Networks as Forecasting Experts: An Empirical Test Sharda, R.;Patil, R.B.
- Neural Networks for Statistical Modeling Smith, M.
- Simulation v.57 no.5 Time Series Forecasting Using Neural Networks vs. Box-Jenkins Methodology Tang, Z.;Almeida, C.;Fishwick, P.A.
- Non-linear Time Series Tong, H.