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Semiparametric Non-Linear Time Series Model Selection - MaRDI portal

Semiparametric Non-Linear Time Series Model Selection (Q4665849)

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scientific article; zbMATH DE number 2155294
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Semiparametric Non-Linear Time Series Model Selection
scientific article; zbMATH DE number 2155294

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    Semiparametric Non-Linear Time Series Model Selection (English)
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    11 April 2005
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    linear model
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    mixing process
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    model selection
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    nonlinear time series
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    semiparametric regression
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    strictly stationary process
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    variable selection
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