Order Determination in Nonlinear Time Series by Penalized Least-Squares

DOI10.1081/SAC-120023881zbMath1100.62600OpenAlexW1969508261MaRDI QIDQ4431294

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Publication date: 19 October 2003

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sac-120023881

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

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