An adaptive variable selection for nonlinear autoregressive time series model
type: Item
instance of: scholarly article
zbMATH Open document ID: 1271.62203
author: Kaoru Fueda
publication date: 2013-08-28T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62J02
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62M09
zbMATH DE Number: 6202331
zbMATH Keywords: nonlinear time series analysis
zbMATH Keywords: nonparametric regression
zbMATH Keywords: local linear smoother
zbMATH Keywords: principal component analysis
MaRDI profile type: Publication
Recommended article: Nonparametric time series prediction through adaptive model selection
Recommended article: Model Selection for Vector Autoregressive Processes via Adaptive Lasso
Recommended article: Adaptive order selection for autoregressive models
Recommended article: Nonparametric lag selection for nonlinear additive autoregressive models
Recommended article: Model selection for time series with nonlinear trend
Recommended article: Model and variable selection procedures for semiparametric time series regression
Recommended article: SIGNIFICANT VARIABLE SELECTION AND AUTOREGRESSIVE ORDER DETERMINATION FOR TIME‐SERIES PARTIALLY LINEAR MODELS
Recommended article: Nonlinear Time Series Models and Model Selection
title: An adaptive variable selection for nonlinear autoregressive time series model
published in: Bulletin of Informatics and Cybernetics
description: scientific article; zbMATH DE number 6202331