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Estimating the Lag Structure of a Nonlinear Time Series Model - MaRDI portal

Estimating the Lag Structure of a Nonlinear Time Series Model (Q3891638)

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Estimating the Lag Structure of a Nonlinear Time Series Model
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    Estimating the Lag Structure of a Nonlinear Time Series Model (English)
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    1979
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    quadratic filter
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    nonlinear distributed lag
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    cross bispectrum
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    time series
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    stationary Gaussian
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