Nonparametric lag selection for time series
Year of publication: |
1997
|
---|---|
Authors: | Tschernig, Rolf ; Yang, Lijian |
Institutions: | Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät |
Subject: | Consistency | Final Prediction Error | Foreign Exchange Rates | Lag Selection | Nonlinear Autoregression | Nonparametric Method |
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