Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach

DOI10.1007/s11425-009-0061-3zbMath1176.62114OpenAlexW1964623098WikidataQ57040109 ScholiaQ57040109MaRDI QIDQ1042948

Kung-Sik Chan, Howell Tong, Nils Chr. Stenseth

Publication date: 7 December 2009

Published in: Science in China. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-009-0061-3

zbMATH Keywords

tablesautoregressive modelsAICnon-nested hypothesescontinuous thresholdpartial residual plots

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Nonparametric statistical resampling methods (62G09) Ecology (92D40)

Related Items (5)

On the Least Squares Estimation of Multiple-Threshold-Variable Autoregressive Models ⋮ Feature matching in time series modeling ⋮ Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models ⋮ Nonparametric resampling for stationary Markov processes: the local grid bootstrap approach ⋮ The local bootstrap for Markov processes

Uses Software

• alr3
• FinTS
• TSA
• bootstrap

Cites Work

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