A generalization of some classical time series tools

Computational Statistics and Data Analysis

Volumn 37, Issue 1, 2001, Pages 13-31

  Nielsen, Henrik Aa ^a   Madsen, Henrik ^a  

^a TECHNICAL UNIVERSITY OF DENMARK   (Denmark)

Author keywords

Bootstrap; Independence; Lagged scatter plot; Non linear time series; Non parametric; R squared; Smoothing

Indexed keywords

APPROXIMATION THEORY; BANDWIDTH; COMPUTER SIMULATION; LINEARIZATION;

AUTOCORRELATION FUNCTION; SMOOTHING TECHNIQUES;

TIME SERIES ANALYSIS;

AUTOCORRELATION; BOOTSTRAPPING; TIME SERIES ANALYSIS;

EID: 0035963898     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(00)00061-X     Document Type: Article

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