مرکز منطقه ای اطلاع رساني علوم و فناوري - Detecting nonlinearity in time series by model selection criteria

Title of article :

Detecting nonlinearity in time series by model selection criteria

Author/Authors :

Daniel Pe?a، نويسنده , , Julio Rodriguez، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2005

Pages :

From page :

731

To page :

748

Keywords :

BIC , Bilinear , Portmanteau tests , GARCH , Threshold autoregressive , AIC

Journal title :

International Journal of Forecasting

Serial Year :

2005

Journal title :

International Journal of Forecasting

Record number :

179187

Link To Document :