A generalization of some classical time series tools

DOI10.1016/S0167-9473(00)00061-XMaRDI QIDQ5941423zbMATH OpenWikidataFDO

Authors H. A. Nielsen, H. Madsen

Publication date 20 August 2001

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0167-9473(00)00061-X

zbMATH Keywords

BootstrapIndependenceLagged scatter plotNonlinear time seriesSmoothing

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Nonparametric tolerance and confidence regions (62G15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• Current developments in time series modelling
• Estimating the Lag Structure of a Nonlinear Time Series Model
• scientific article; zbMATH DE number 3647917 (Why is no real title available?)
• scientific article; zbMATH DE number 3141656 (Why is no real title available?)
• scientific article; zbMATH DE number 4211299 (Why is no real title available?)
• scientific article; zbMATH DE number 47282 (Why is no real title available?)
• scientific article; zbMATH DE number 48093 (Why is no real title available?)
• scientific article; zbMATH DE number 646819 (Why is no real title available?)
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• Testing for nonlinearity in time series: the method of surrogate data
• Time series: theory and methods
• USING THE MUTUAL INFORMATION COEFFICIENT TO IDENTIFY LAGS IN NONLINEAR MODELS

Cited in

(10)

• Regressor selection with the analysis of variance method
• ITTSAE: A Set of Interactive Software Tools for Time Series Analysis Education [Lecture Notes]
• Bench-Marking Time Series with Reliable Bench-Marks
• Some Recent Developments in Time Series Analysis. III, Correspondent Paper
• scientific article; zbMATH DE number 4086826 (Why is no real title available?)
• Awareness and its use in incremental data driven modelling for plug and play process control
• scientific article; zbMATH DE number 800085 (Why is no real title available?)
• Ian McLeod’s Contribution to Time Series Analysis—A Tribute
• The local partial autocorrelation function and some applications
• A bootstrap test for the comparison of nonlinear time series

Describes a project that uses

Uses Software

• bootstrap

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