A bootstrap method for structure detection of NARMAX models (Q4474753)

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scientific article; zbMATH DE number 2078892
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    A bootstrap method for structure detection of NARMAX models
    scientific article; zbMATH DE number 2078892

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      A bootstrap method for structure detection of NARMAX models (English)
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      12 July 2004
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      nonlinear NARMAX models
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      structure detection
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      bootstrap technique
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      robustness
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      extended least-squares parameter estimation
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      Monte Carlo simulation
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