Nonparametric Identification of Nonlinear Time Series: Selecting Significant Lags (Q4323569): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 15:21, 5 March 2024
scientific article; zbMATH DE number 724176
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric Identification of Nonlinear Time Series: Selecting Significant Lags |
scientific article; zbMATH DE number 724176 |
Statements
Nonparametric Identification of Nonlinear Time Series: Selecting Significant Lags (English)
0 references
23 February 1995
0 references
final prediction error
0 references
lag structure
0 references
significant lags
0 references
general nonlinear stationary time series
0 references
conditional mean
0 references
conditional variance
0 references
heteroscedastic series
0 references
simulations
0 references
sunspot data
0 references
lynx data
0 references
blowfly data
0 references
adaptive time series model
0 references
