Identification of Non-Linear Additive Autoregressive Models (Q4665859)

From MaRDI portal
scientific article; zbMATH DE number 2155303
Language Label Description Also known as
English
Identification of Non-Linear Additive Autoregressive Models
scientific article; zbMATH DE number 2155303

    Statements

    Identification of Non-Linear Additive Autoregressive Models (English)
    0 references
    0 references
    0 references
    11 April 2005
    0 references
    0 references
    0 references
    0 references
    0 references
    nonlinear time series
    0 references
    splines
    0 references
    stochastic regression
    0 references
    variable selection
    0 references
    simulations
    0 references
    lag selection
    0 references
    Bayes information criterion
    0 references
    0 references
    0 references