Order Choice in Nonlinear Autoregressive Models
From MaRDI portal
Publication:4857302
DOI10.1080/02331889508802499zbMath0836.62067OpenAlexW2079037932MaRDI QIDQ4857302
Publication date: 26 November 1995
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331889508802499
nonlinear modelprediction errorcross-validationAkaike information criterionautoregressive modelsAIC criterionkernel estimateorder choicenonparametric prediction
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)
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