The following pages link to (Q4839942):
Displaying 10 items.
- Model-free forecasting for nonlinear time series (with application to exchange rates) (Q673738) (← links)
- Testing for nonlinearity in time series: the method of surrogate data (Q994938) (← links)
- Detection of non-linear structure in time series (Q1046240) (← links)
- Testing time series linearity via goodness-of-fit methods (Q1298973) (← links)
- Identification environment and robust forecasting for nonlinear time series (Q1318308) (← links)
- Clustering nonlinear, nonstationary time series using BSLEX (Q1707055) (← links)
- Detecting Asymmetries in Observed Linear Time Series and Unobserved Disturbances (Q3368195) (← links)
- Nonlinearity tests in time series analysis (Q3598310) (← links)
- A monte carlo investigation of the BDS statistic (Q4942505) (← links)
- Time series clustering and classification via frequency domain methods (Q6602214) (← links)
