Nonparametric Identification of Nonlinear Time Series: Selecting Significant Lags (Q4323569): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 20:54, 6 February 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
