Nonparametric Identification of Nonlinear Time Series: Selecting Significant Lags
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Publication:4323569
DOI10.2307/2291003zbMath0813.62037OpenAlexW4244470825MaRDI QIDQ4323569
Dag Tjøstheim, Bjørn H. Auestad
Publication date: 23 February 1995
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2291003
simulationsconditional varianceconditional meanfinal prediction errorlag structurelynx datasunspot dataadaptive time series modelblowfly datageneral nonlinear stationary time seriesheteroscedastic seriessignificant lags
Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric inference (62G99)
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