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Statistics
A Journal of Theoretical and Applied Statistics
Volume 26, 1995 - Issue 4
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Original Articles

Order Choice in Nonlinear Autoregressive Models

Philippe Vieu Université Paul Sabatier, U.R.A., C.N.R.S., 745, Toulouse
Pages 307-328 | Received 21 May 1993, Accepted 26 Oct 1993, Published online: 27 Jun 2007

Citations (23)

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Sunil L. Kukreja. (2009) Application of a least absolute shrinkage and selection operator to aeroelastic flight test data. International Journal of Control 82:12, pages 2284-2292.
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S. A. Billings & H. L. Wei. (2008) An adaptive orthogonal search algorithm for model subset selection and non-linear system identification. International Journal of Control 81:5, pages 714-724.
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R. Porcher & G. Thomas. (2003) Order Determination in Nonlinear Time Series by Penalized Least-Squares. Communications in Statistics - Simulation and Computation 32:4, pages 1115-1129.
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Gianluigi Rech, Timo Teräsvirta & Rolf Tschernig. (2001) A SIMPLE VARIABLE SELECTION TECHNIQUE FOR NONLINEAR MODELS. Communications in Statistics - Theory and Methods 30:6, pages 1227-1241.
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Pascal Lavergne. (1998) Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics. Econometric Reviews 17:3, pages 227-273.
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Articles from other publishers (18)

Yunzhe Zhou, Chengchun Shi, Lexin Li & Qiwei Yao. (2023) Testing for the Markov property in time series via deep conditional generative learning. Journal of the Royal Statistical Society Series B: Statistical Methodology 85:4, pages 1204-1222.
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Alberto Gascón & Eugenio F. Sánchez-Úbeda. (2017) Automatic specification of piecewise linear additive models: application to forecasting natural gas demand. Statistics and Computing 28:1, pages 201-217.
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Pedro Delicado & Philippe Vieu. (2017) Choosing the most relevant level sets for depicting a sample of densities. Computational Statistics 32:3, pages 1083-1113.
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Adriano Z. Zambom & Seonjin Kim. (2017) Lag selection and model specification testing in nonparametric autoregressive conditional heteroscedastic models. Journal of Statistical Planning and Inference 186, pages 13-27.
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Jürgen Franke, Wolfgang Karl Härdle & Christian Matthias HafnerJürgen Franke, Wolfgang Karl Härdle & Christian Matthias Hafner. 2015. Statistics of Financial Markets. Statistics of Financial Markets 339 356 .
Mohamed Chikhi & Claude Diebolt. (2009) Nonparametric analysis of financial time series by the Kernel methodology. Quality & Quantity 44:5, pages 865-880.
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M. D. Ruiz-Medina & R. Salmerón. (2009) Functional maximum-likelihood estimation of ARH(p) models. Stochastic Environmental Research and Risk Assessment 24:1, pages 131-146.
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Jie Wang & Hong Wang. 2008. Advanced Intelligent Computing Theories and Applications. With Aspects of Theoretical and Methodological Issues. Advanced Intelligent Computing Theories and Applications. With Aspects of Theoretical and Methodological Issues 954 961 .
. 2008. Statistics of Financial Markets. Statistics of Financial Markets 279 302 .
Marcelo C. Medeiros, Timo Teräsvirta & Gianluigi Rech. (2006) Building neural network models for time series: a statistical approach. Journal of Forecasting 25:1, pages 49-75.
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Ingela Lind & Lennart Ljung. (2005) Regressor selection with the analysis of variance method. Automatica 41:4, pages 693-700.
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M.C. Medeiros & A. Veiga. (2005) A Flexible Coefficient Smooth Transition Time Series Model. IEEE Transactions on Neural Networks 16:1, pages 97-113.
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Jürgen Franke, Wolfgang Härdle & Christian M. HafnerJürgen Franke, Wolfgang Härdle & Christian M. Hafner. 2004. Statistics of Financial Markets. Statistics of Financial Markets 243 266 .
Skander Soltani. (2002) On the use of the wavelet decomposition for time series prediction. Neurocomputing 48:1-4, pages 267-277.
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Hervé Cardot, Frédéric Ferraty & Pascal Sarda. (1999) Functional linear model. Statistics & Probability Letters 45:1, pages 11-22.
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Igor Vajda & E. van der Meulen. (1998) Global statistical information in exponential experiments and selection of exponential models. Applications of Mathematics 43:1, pages 23-51.
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W. Härdle & A. Tsybakov. (1997) Local polynomial estimators of the volatility function in nonparametric autoregression. Journal of Econometrics 81:1, pages 223-242.
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Philippe Vieu, Laurent Pelegrina & Pascal Sarda. 1996. COMPSTAT. COMPSTAT 149 160 .

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