Detection of non-linear structure in time series
type: Item
title: Detection of non-linear structure in time series
zbMATH Open document ID: 1181.62142
publication date: 2009-12-21T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62B10
zbMATH DE Number: 5650930
instance of: scholarly article
author: Mariano Matilla-García
author: Manuel Ruiz Marín
published in: Economics Letters
MaRDI profile type: Publication
full work available at URL: j.econlet.2009.04.014
OpenAlex ID: W2081106542
cites work: USING THE MUTUAL INFORMATION COEFFICIENT TO IDENTIFY LAGS IN NONLINEAR MODELS
cites work: A Dependence Metric for Possibly Nonlinear Processes
cites work: A compendium to information theory in economics and econometrics
cites work: A non-parametric independence test using permutation entropy
cites work: Q4125549
cites work: Measures of Dependence and Tests of Independence
cites work: Entropy, divergence and distance measures with econometric applications
DOI: 10.1016/J.ECONLET.2009.04.014
Recommended article: DETECTING NONLINEARITIES IN STATIONARY TIME SERIES
Recommended article: Q4650017
Recommended article: Q4839942
Recommended article: Detecting dynamical nonstationarity in time series data
Recommended article: Q4346204
Recommended article: Nonlinear Time Series Analysis
Recommended article: Reliable detection of nonlinearity in experimental time series with strong periodic components
Recommended article: Q4356555
description: scientific article; zbMATH DE number 5650930