Comparison study of AR models on the Canadian lynx data: A close look at BDS statistic
From MaRDI portal
Publication:671341
DOI10.1016/0167-9473(95)00056-9zbMath0875.62412OpenAlexW2012884333WikidataQ56040480 ScholiaQ56040480MaRDI QIDQ671341
Publication date: 27 February 1997
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-9473(95)00056-9
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Related Items (3)
Instability in regime switching models ⋮ Exploiting the interpretability and forecasting ability of the RBF-AR model for nonlinear time series ⋮ Quadratic non-stochastic operators: examples of splitted chaos
Cites Work
- Unnamed Item
- On U-statistics and v. mise? statistics for weakly dependent processes
- Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model
- THE STATISTICAL ANALYSIS OF PERTURBED LIMIT CYCLE PROCESSES USING NONLINEAR TIME SERIES MODELS
- Local asymptotic normality for multivariate nonlinear AR processes
- Functional-Coefficient Autoregressive Models
This page was built for publication: Comparison study of AR models on the Canadian lynx data: A close look at BDS statistic
