USING THE MUTUAL INFORMATION COEFFICIENT TO IDENTIFY LAGS IN NONLINEAR MODELS (Q4319838)
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scientific article; zbMATH DE number 711378
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | USING THE MUTUAL INFORMATION COEFFICIENT TO IDENTIFY LAGS IN NONLINEAR MODELS |
scientific article; zbMATH DE number 711378 |
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USING THE MUTUAL INFORMATION COEFFICIENT TO IDENTIFY LAGS IN NONLINEAR MODELS (English)
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6 February 1995
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simulations
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autocorrelation
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partial autocorrelation coefficients
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Kendall's tau
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kernel density estimation
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lags
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nonlinear model
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mutual information function
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