Information criteria for nonlinear time series models
type: Item
instance of: scholarly article
title: Information criteria for nonlinear time series models
author: Saskia Rinke
author: Philipp Sibbertsen
publication date: 2023-03-30T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62B10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 7669485
zbMATH Keywords: information criteria
zbMATH Keywords: Monte Carlo
zbMATH Keywords: nonlinear time series
zbMATH Keywords: threshold models
MaRDI profile type: MaRDI publication profile
full work available at URL: snde-2015-0026
OpenAlex ID: W348435282
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DOI: 10.1515/SNDE-2015-0026
published in: Studies in Nonlinear Dynamics & Econometrics
description: scientific article; zbMATH DE number 7669485