Identification of Non-Linear Additive Autoregressive Models (Q4665859)
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scientific article; zbMATH DE number 2155303
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Identification of Non-Linear Additive Autoregressive Models |
scientific article; zbMATH DE number 2155303 |
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Identification of Non-Linear Additive Autoregressive Models (English)
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11 April 2005
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nonlinear time series
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splines
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stochastic regression
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variable selection
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simulations
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lag selection
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Bayes information criterion
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0.890311062335968
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0.8431510329246521
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0.8057869076728821
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0.8050492405891418
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