Information criteria for nonlinear time series models
نویسندگان
چکیده
منابع مشابه
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Co~utn~cting models frarn time scrics wirh nontrivial dynamics involvcs tlic problen~ of Ilow to clioosc lilt bcsr rncvlcl fi.o~n wilhin n class QF ~nodels, or to C ~ O O S C belwcc~i colilpcling classes. This papcr discirsscs a ~nelhorl of builcli~ig rlonlinciir ~nodcls of possibly chnolic sysrcms from data, rvllilc ~naintainiog good robus~rlcss ngainst noisc. 'Thc tnodels rhnt arc buill nrc c...
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ژورنال
عنوان ژورنال: Studies in Nonlinear Dynamics & Econometrics
سال: 2016
ISSN: 1558-3708,1081-1826
DOI: 10.1515/snde-2015-0026