Nonparametric Identification of Nonlinear Time Series: Selecting Significant Lags

• 1 December 1994
• journal article
• Published by JSTOR in Journal of the American Statistical Association
• Vol. 89  (428) , 1410
• https://doi.org/10.2307/2291003

Abstract

Keywords

• NONPARAMETRIC IDENTIFICATION
• NONLINEAR TIME
• IDENTIFICATION OF NONLINEAR
• SELECTING SIGNIFICANT LAGS