Identification of nonlinear time series: First order characterization and order determination

Biometrika

Volumn 77, Issue 4, 1990, Pages 669-687

  Auestad, Bjørn ^a   Tjøstheim, Dag ^a  

^a UNIVERSITY OF BERGEN   (Norway)

Author keywords

Conditional mean and variance; FPE criterion; Nonlinear order determination; Nonlinear time series; Nonparametric estimation

Indexed keywords

EID: 0001627244     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/77.4.669     Document Type: Article

References (0)