An adaptive variable selection for nonlinear autoregressive time series model

MaRDI QIDQ2844133zbMATH OpenFDO

Authors Kaoru Fueda

Publication date 28 August 2013

Published in Bulletin of Informatics and Cybernetics (Search for Journal in Brave)

zbMATH Keywords

local linear smoothernonlinear time series analysisnonparametric regressionprincipal component analysis

Mathematics Subject Classification ID

General nonlinear regression (62J02) Linear regression; mixed models (62J05) Non-Markovian processes: estimation (62M09) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(2)

• Two-step adaptive model selection for vector autoregressive processes
• SIGNIFICANT VARIABLE SELECTION AND AUTOREGRESSIVE ORDER DETERMINATION FOR TIME‐SERIES PARTIALLY LINEAR MODELS

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