Order Choice in Nonlinear Autoregressive Models
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- scientific article; zbMATH DE number 1069583
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Cites work
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- A Bayesian extension of the minimum AIC procedure of autoregressive model fitting
- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
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- Determination of the order of a Markov chain by Akaike's information criterion
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Cited in
(35)- Adaptive order selection for autoregressive models
- Order selection in nonstationary autoregressive models
- Order Determination in Nonlinear Time Series by Penalized Least-Squares
- Functional linear model
- Choosing the most relevant level sets for depicting a sample of densities
- Consistent order selection for noncausal autoregressive models via higher-order statistics
- A Statistical Method for the Determination of the Appropriate Order in a General Class of Time Series Models
- An adaptive orthogonal search algorithm for model subset selection and non-linear system identification
- LASSO order selection for sparse autoregression: a bootstrap approach
- SELECTING ORDER FOR GENERAL AUTOREGRESSIVE MODELS BY MINIMUM DESCRIPTION LENGTH
- A SIMPLE VARIABLE SELECTION TECHNIQUE FOR NONLINEAR MODELS
- Order selection in nonlinear time series models with application to the study of cell memory
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- Global statistical information in exponential experiments and selection of exponential models
- Backward‐in‐Time Selection of the Order of Dynamic Regression Prediction Model
- Consistent order selection with strongly dependent data and its application to efficient estimation.
- Regressor selection with the analysis of variance method
- Kernel-based local order estimation of nonlinear nonparametric systems
- On the use of autoregressive order determination criteria in univariate white noise tests
- Order selection and inference with long memory dependent data
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- Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics
- scientific article; zbMATH DE number 4115784 (Why is no real title available?)
- Lag selection and model specification testing in nonparametric autoregressive conditional heteroscedastic models
- ON THE CHOICE OF THE ORDER OF AUTOREGRESSIVE MODELS: A RANKING AND SELECTION APPROACH
- Automatic specification of piecewise linear additive models: application to forecasting natural gas demand
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