Boosting nonlinear additive autoregressive time series

DOI10.1016/j.csda.2008.12.006zbMath1453.62194OpenAlexW2004122497MaRDI QIDQ961660

Gerhard Tutz, Nivien Shafik

Publication date: 1 April 2010

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

Full work available at URL: https://doi.org/10.1016/j.csda.2008.12.006

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items

Boosting techniques for nonlinear time series models, Logitboost autoregressive networks, Lag selection and model specification testing in nonparametric autoregressive conditional heteroscedastic models, Forecasting with many predictors: is boosting a viable alternative?, Practical variable selection for generalized additive models, Consistency of support vector machines using additive kernels for additive models

Uses Software

• R
• astsa

Cites Work

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