Pages that link to "Item:Q4323569"
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The following pages link to Nonparametric Identification of Nonlinear Time Series: Selecting Significant Lags (Q4323569):
Displayed 25 items.
- Nonparametric lag selection for nonlinear additive autoregressive models (Q547087) (← links)
- Checking nonlinear heteroscedastic time series models (Q556432) (← links)
- A dynamic factor approach to nonlinear stability analysis (Q844759) (← links)
- Strong consistency of nearest neighbor kernel regression estimation for stationary dependent samples (Q1286706) (← links)
- A consistent nonparametric test for linearity of \(\text{AR} (p)\) models (Q1389742) (← links)
- Stability of nonlinear AR(1) time series with delay (Q1613619) (← links)
- Regressor selection with the analysis of variance method (Q1776423) (← links)
- Model specification tests in nonparametric stochastic regression models (Q1861390) (← links)
- The local bootstrap for Markov processes (Q1866238) (← links)
- Non-linear time series clustering based on non-parametric forecast densities (Q2445740) (← links)
- Measuring nonlinear dependence in time-series, a distance correlation approach (Q2931592) (← links)
- Functional methods for time series prediction: a nonparametric approach (Q3018664) (← links)
- An adaptive orthogonal search algorithm for model subset selection and non-linear system identification (Q3543004) (← links)
- A Semiparametric Approach to Canonical Analysis (Q3631458) (← links)
- Application of a least absolute shrinkage and selection operator to aeroelastic flight test data (Q3654565) (← links)
- Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics (Q4211359) (← links)
- Nonlinear transfer functions (Q4345895) (← links)
- Nonparametric statistics for testing of linearity and serial independence (Q4345897) (← links)
- A Review of Nonparametric Time Series Analysis (Q4361764) (← links)
- Order Determination in Nonlinear Time Series by Penalized Least-Squares (Q4431294) (← links)
- A SIMPLE VARIABLE SELECTION TECHNIQUE FOR NONLINEAR MODELS (Q4540654) (← links)
- A BAYESIAN APPROACH TO ESTIMATING AND FORECASTING ADDITIVE NONPARAMETRIC AUTOREGRESSIVE MODELS (Q4881708) (← links)
- Modeling Noisy Time Series: Physiological Tremor (Q4941322) (← links)
- \(L_1\) geometric ergodicity of a multivariate nonlinear AR model with an ARCH term. (Q5933608) (← links)
- A generalization of some classical time series tools (Q5941423) (← links)