Comparison study of AR models on the Canadian lynx data: A close look at BDS statistic

DOI10.1016/0167-9473(95)00056-9zbMATH Open0875.62412OpenAlexW2012884333WikidataQ56040480 ScholiaQ56040480MaRDI QIDQ671341FDOQ671341

Authors: D. Lai 

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

Recommendations

• The BDS statistic and residual test
• Data mining in Canadian lynx time series
• A COMPARATIVE STUDY OF VARIOUS UNIVARIATE TIME SERIES MODELS FOR CANADIAN LYNX DATA
• Nonparametric and Non-Linear Models and Data Mining in time Series: A Case-Study on the Canadian Lynx Data

zbMATH Keywords

Time seriesNonlinearityBDS statisticCanadian lynx dataNonparametric testsResidual analysis

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Title not available (Why is that?)
• Functional-Coefficient Autoregressive Models
• On U-statistics and v. mise? statistics for weakly dependent processes
• Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model
• Local asymptotic normality for multivariate nonlinear AR processes
• THE STATISTICAL ANALYSIS OF PERTURBED LIMIT CYCLE PROCESSES USING NONLINEAR TIME SERIES MODELS

Cited In (6)

• The BDS statistic and residual test
• Data mining in Canadian lynx time series
• A COMPARATIVE STUDY OF VARIOUS UNIVARIATE TIME SERIES MODELS FOR CANADIAN LYNX DATA
• Quadratic non-stochastic operators: examples of splitted chaos
• Instability in regime switching models
• Exploiting the interpretability and forecasting ability of the RBF-AR model for nonlinear time series

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