The following pages link to (Q4203556):
Displaying 23 items.
- A consistent characteristic function-based test for conditional independence (Q289185) (← links)
- Random walk or chaos: a formal test on the Lyapunov exponent (Q527976) (← links)
- Feature matching in time series modeling (Q635410) (← links)
- A dynamic factor approach to nonlinear stability analysis (Q844759) (← links)
- Selecting models with different spectral density matrix structures by the cross-validated log likelihood criterion (Q850743) (← links)
- Some comments on a bridge between nonlinear dynamicists and statisticians (Q994957) (← links)
- On a classification of dynamic systems subject to noise (Q997478) (← links)
- Strong consistency of nearest neighbor kernel regression estimation for stationary dependent samples (Q1286706) (← links)
- The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series (Q1298473) (← links)
- On residual sums of squares in non-parametric autoregression (Q1313134) (← links)
- Spatio-temporal chaos: a solvable model (Q1359260) (← links)
- Regularized local linear prediction of chaotic time series (Q1375609) (← links)
- A consistent nonparametric test for linearity of \(\text{AR} (p)\) models (Q1389742) (← links)
- Automatic specification of piecewise linear additive models: application to forecasting natural gas demand (Q1702297) (← links)
- Regressor selection with the analysis of variance method (Q1776423) (← links)
- On linearisable noisy systems (Q1809570) (← links)
- On the influence of noise on the largest Lyapunov exponent and on the geometric structure of attractors (Q1809576) (← links)
- The influence of noise on the correlation dimension of chaotic attractors (Q1963184) (← links)
- A bootstrap detection for operational determinism (Q1963772) (← links)
- Lag selection and model specification testing in nonparametric autoregressive conditional heteroscedastic models (Q2409623) (← links)
- SETAR model selection -- a bootstrap approach (Q2488425) (← links)
- Bootstrapping Threshold Autoregressive Models (Q3298676) (← links)
- The analysis of correlation integrals in terms of extremal value theory (Q4224737) (← links)