Semiparametric Non-Linear Time Series Model Selection
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Publication:4665849
DOI10.1111/j.1369-7412.2004.05303.xzbMath1062.62175OpenAlexW2135657065MaRDI QIDQ4665849
Publication date: 11 April 2005
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1369-7412.2004.05303.x
model selectionlinear modelsemiparametric regressionnonlinear time seriesvariable selectionstrictly stationary processmixing process
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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- An Adaptive Estimation of Dimension Reduction Space
- Data-Driven Model Choice in Multivariate Nonparametric Regression
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