Pages that link to "Item:Q4857302"
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The following pages link to Order Choice in Nonlinear Autoregressive Models (Q4857302):
Displaying 13 items.
- Local polynomial estimators of the volatility function in nonparametric autoregression (Q1372929) (← links)
- Automatic specification of piecewise linear additive models: application to forecasting natural gas demand (Q1702297) (← links)
- Regressor selection with the analysis of variance method (Q1776423) (← links)
- Functional linear model (Q1805953) (← links)
- Global statistical information in exponential experiments and selection of exponential models (Q1978985) (← links)
- Functional maximum-likelihood estimation of ARH(\(p\)) models (Q2002004) (← links)
- Choosing the most relevant level sets for depicting a sample of densities (Q2403405) (← links)
- Lag selection and model specification testing in nonparametric autoregressive conditional heteroscedastic models (Q2409623) (← links)
- An adaptive orthogonal search algorithm for model subset selection and non-linear system identification (Q3543004) (← 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)
- Order Determination in Nonlinear Time Series by Penalized Least-Squares (Q4431294) (← links)
- A SIMPLE VARIABLE SELECTION TECHNIQUE FOR NONLINEAR MODELS (Q4540654) (← links)
