REFINEMENTS TO MODEL SELECTION FOR NONLINEAR TIME SERIES
DOI10.1142/S0218127403007205zbMATH Open1064.37507OpenAlexW2076882948MaRDI QIDQ4669155FDOQ4669155
Authors: Tomomichi Nakamura, Kevin Judd, Alistair Mees 
Publication date: 15 April 2005
Published in: International Journal of Bifurcation and Chaos in Applied Sciences and Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0218127403007205
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Cites Work
- Estimating the dimension of a model
- A new look at the statistical model identification
- Deterministic Nonperiodic Flow
- A two-dimensional mapping with a strange attractor
- Nonlinear prediction of chaotic time series
- On selecting models for nonlinear time series
- Embedding as a modeling problem
- Comparisons of new nonlinear modeling techniques with applications to infant respiration.
Cited In (11)
- Model selection for time series with nonlinear trend
- APPLYING THE METHOD OF SMALL–SHUFFLE SURROGATE DATA: TESTING FOR DYNAMICS IN FLUCTUATING DATA WITH TRENDS
- A COMPARATIVE STUDY OF INFORMATION CRITERIA FOR MODEL SELECTION
- Title not available (Why is that?)
- Nonlinear dynamical system identification with dynamic noise and observational noise
- Finite Sample Performances of the Model Selection Approach in Nonparametric Model Specification for Time Series
- On selecting models for nonlinear time series
- MODELING NONLINEAR TIME SERIES USING IMPROVED LEAST SQUARES METHOD
- Nonlinear Time Series Models and Model Selection
- Selecting nonlinear time series models using information criteria
- A COMPARATIVE STUDY OF MODEL SELECTION METHODS FOR NONLINEAR TIME SERIES
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