Pages that link to "Item:Q4842930"
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The following pages link to Additivity tests for nonlinear autoregression (Q4842930):
Displaying 16 items.
- Nonparametric lag selection for nonlinear additive autoregressive models (Q547087) (← links)
- A simple additivity test for conditionally heteroscedastic nonlinear autoregression (Q693254) (← links)
- Estimation and test of linearity for a class of additive nonlinear models (Q1305278) (← links)
- Automatic specification of piecewise linear additive models: application to forecasting natural gas demand (Q1702297) (← links)
- Testing if a nonlinear system is additive or not (Q1737916) (← links)
- Regressor selection with the analysis of variance method (Q1776423) (← links)
- Model specification tests in nonparametric stochastic regression models (Q1861390) (← links)
- Regressor and structure selection in NARX models using a structured ANOVA approach (Q2440609) (← links)
- Testing for additivity with B-splines (Q2454657) (← links)
- Testing additive assumptions on means of regular monitoring data: a multivariate nonstationary time series approach (Q2828619) (← links)
- Determination of linear components in additive models (Q3021194) (← links)
- Application of a least absolute shrinkage and selection operator to aeroelastic flight test data (Q3654565) (← links)
- A Review of Nonparametric Time Series Analysis (Q4361764) (← links)
- On time-irreversibility and other non-linear features in time series (Q4490159) (← links)
- Nonparametric testing for correlation models with dependent data (Q4949155) (← links)
- Analysis of variance in nonparametric regression models (Q5929501) (← links)
