USING THE MUTUAL INFORMATION COEFFICIENT TO IDENTIFY LAGS IN NONLINEAR MODELS (Q4319838): Difference between revisions

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Revision as of 10:26, 23 May 2024

scientific article; zbMATH DE number 711378
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English
USING THE MUTUAL INFORMATION COEFFICIENT TO IDENTIFY LAGS IN NONLINEAR MODELS
scientific article; zbMATH DE number 711378

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    USING THE MUTUAL INFORMATION COEFFICIENT TO IDENTIFY LAGS IN NONLINEAR MODELS (English)
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    6 February 1995
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    simulations
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    autocorrelation
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    partial autocorrelation coefficients
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    Kendall's tau
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    kernel density estimation
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    lags
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    nonlinear model
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    mutual information function
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