Identification of non-linear additive autoregressive models

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 66, Issue 2, 2004, Pages 463-477

  Huang, Jianhua Z ^a,c   Yang, Lijian ^b  

^a UNIVERSITY OF PENNSYLVANIA   (United States)

^b MICHIGAN STATE UNIVERSITY   (United States)

^c UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

Bayes information criterion; Lag selection; Non linear time series; Nonparametric method; Splines; Stochastic regression; Variable selection

Indexed keywords

EID: 2442610634     PISSN: 13697412     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1369-7412.2004.05500.x     Document Type: Article

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