Order Choice in Nonlinear Autoregressive Models (Q4857302)

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scientific article; zbMATH DE number 820597
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Order Choice in Nonlinear Autoregressive Models
scientific article; zbMATH DE number 820597

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    Order Choice in Nonlinear Autoregressive Models (English)
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    26 November 1995
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    Akaike information criterion
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    cross-validation
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    kernel estimate
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    nonlinear model
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    nonparametric prediction
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    order choice
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    autoregressive models
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    AIC criterion
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    prediction error
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