A generalization of some classical time series tools

DOI10.1016/S0167-9473(00)00061-XzbMath1030.62072WikidataQ126782047 ScholiaQ126782047MaRDI QIDQ5941423

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Publication date: 20 August 2001

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

Nonlinear time seriesBootstrapIndependenceLagged scatter plotSmoothing

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)

Related Items (3)

Awareness and its use in incremental data driven modelling for plug and play process control ⋮ A bootstrap test for the comparison of nonlinear time series ⋮ Regressor selection with the analysis of variance method

Uses Software

• bootstrap

Cites Work

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• Testing for nonlinearity in time series: the method of surrogate data
• Time series: theory and methods
• Current developments in time series modelling
• Multivariate adaptive regression splines
• Locally Weighted Regression: An Approach to Regression Analysis by Local Fitting
• Estimating the Lag Structure of a Nonlinear Time Series Model
• Nonlinear Modeling of Time Series Using Multivariate Adaptive Regression Splines (MARS)
• Nonparametric and Non-Linear Models and Data Mining in time Series: A Case-Study on the Canadian Lynx Data
• USING THE MUTUAL INFORMATION COEFFICIENT TO IDENTIFY LAGS IN NONLINEAR MODELS
• Nonparametric Identification of Nonlinear Time Series: Selecting Significant Lags
• Nonparametric statistics for testing of linearity and serial independence
• Model Checking via Parametric Bootstraps in Time Series Analysis
• Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models

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