Nonparametric Identification of Nonlinear Time Series: Selecting Significant Lags
暂无分享,去创建一个
[1] Dag Tjøstheim,et al. Nonparametric Identification of Nonlinear Time Series: Projections , 1994 .
[2] H. Akaike. Statistical predictor identification , 1970 .
[3] R. Tibshirani,et al. Generalized Additive Models , 1991 .
[4] Howell Tong,et al. Consistent nonparametric order determination and chaos, with discussion , 1992 .
[5] C. Granger,et al. USING THE MUTUAL INFORMATION COEFFICIENT TO IDENTIFY LAGS IN NONLINEAR MODELS , 1994 .
[6] W. Härdle,et al. How Far are Automatically Chosen Regression Smoothing Parameters from their Optimum , 1988 .
[7] D. Tjøstheim,et al. Identification of nonlinear time series: First order characterization and order determination , 1990 .
[8] Richard A. Davis,et al. Time Series: Theory and Methods , 2013 .
[9] K. Yoshihara. Limiting behavior of U-statistics for stationary, absolutely regular processes , 1976 .
[10] T. Teräsvirta. Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models , 1994 .
[11] P. Robinson. NONPARAMETRIC ESTIMATORS FOR TIME SERIES , 1983 .
[12] B. Y. Thanoon. SUBSET THRESHOLD AUTOREGRESSION WITH APPLICATIONS , 1990 .
[13] Ruey S. Tsay,et al. NON‐LINEAR TIME SERIES ANALYSIS OF BLOWFLY POPULATION , 1988 .
[14] H. Tong,et al. On residual sums of squares in non-parametric autoregression , 1993 .
[15] Clifford M. Hurvich,et al. Regression and time series model selection in small samples , 1989 .
[16] H. Tong. Non-linear time series. A dynamical system approach , 1990 .
[17] Howell Tong,et al. Some Comments on the Canadian Lynx Data , 1977 .
[18] C. Z. Wei. On Predictive Least Squares Principles , 1992 .
[19] T. Rao,et al. An Introduction to Bispectral Analysis and Bilinear Time Series Models , 1984 .
[20] D. Tjøstheim,et al. Functional Identification in Nonlinear Time Series , 1991 .
[21] R. Engle. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation , 1982 .
[22] B. Silverman. Density estimation for statistics and data analysis , 1986 .
[23] R. Shibata. Selection of the order of an autoregressive model by Akaike's information criterion , 1976 .
[24] H. Tong,et al. On consistent nonparametric order determination and chaos , 1992 .
[25] P. Lewis,et al. Nonlinear Modeling of Time Series Using Multivariate Adaptive Regression Splines (MARS) , 1991 .