Nonparametric Identification of Nonlinear Time Series: Selecting Significant Lags (Q4323569)
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scientific article; zbMATH DE number 724176
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| English | Nonparametric Identification of Nonlinear Time Series: Selecting Significant Lags |
scientific article; zbMATH DE number 724176 |
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Nonparametric Identification of Nonlinear Time Series: Selecting Significant Lags (English)
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23 February 1995
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final prediction error
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lag structure
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significant lags
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general nonlinear stationary time series
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conditional mean
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conditional variance
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heteroscedastic series
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simulations
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sunspot data
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lynx data
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blowfly data
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adaptive time series model
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0.8154636025428772
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0.8154636025428772
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0.8099541664123535
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