Diagnostic checking in a flexible nonlinear time series model

Journal of Time Series Analysis

Volumn 24, Issue 4, 2003, Pages 461-482

  Medeiros, Marcelo C ^a   Veiga, Alvaro ^a  

^a PONTIFICAL CATHOLIC UNIVERSITY OF RIO DE JANEIRO   (Brazil)

Author keywords

Heteroscedasticity, misspecification; Neural networks; Nonlinear models; Parameter constancy; Serial independence; Star models; Statistical inference; Time series

Indexed keywords

EID: 0141976692     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00316     Document Type: Article

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