Titlebook: Elements of Nonlinear Time Series Analysis and Forecasting; Jan G. De Gooijer Book 2017 Springer International Publishing Switzerland 2017

garrulous

collagenase

Model Estimation, Selection, and Checking,r models, a particular linearity test statistics indicates that the DGP underlying an observed time series is indeed a nonlinear process, one would ideally like to be able to select the correct lag structure and estimate the parameters of the model. In addition, one would like to know the asymptotic

confide

Tests for Serial Independence,e noise process is assumed to consist of i.i.d. random variables, and this hypothesis should be testable. Also, it is the first issue that gets raised when checking the adequacy of a fitted time series model through observed “residuals”, i.e. are they approximately i.i.d. or are there significant de

不發(fā)音

unstable-angina

Esophagus

wreathe

Coma704

相容

lipids