Identification of Non-Linear Additive Autoregressive Models

DOI10.1111/j.1369-7412.2004.05500.xzbMath1062.62185OpenAlexW2139193919WikidataQ61865775 ScholiaQ61865775MaRDI QIDQ4665859

Jianhua Z. Huang, Lijian Yang

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.1369-7412.2004.05500.x

zbMATH Keywords

splinessimulationsnonlinear time seriesvariable selectionlag selectionstochastic regressionBayes information criterion

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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