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A generalization of some classical time series tools

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  • Nielsen, Henrik Aa.
  • Madsen, Henrik

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  • Nielsen, Henrik Aa. & Madsen, Henrik, 2001. "A generalization of some classical time series tools," Computational Statistics & Data Analysis, Elsevier, vol. 37(1), pages 13-31, July.
    • Handle: RePEc:eee:csdana:v:37:y:2001:i:1:p:13-31
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    References listed on IDEAS

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    1. Ruey S. Tsay, 1992. "Model Checking Via Parametric Bootstraps in Time Series Analysis," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 41(1), pages 1-15, March.
    2. Clive Granger & Jin‐Lung Lin, 1994. "Using The Mutual Information Coefficient To Identify Lags In Nonlinear Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 15(4), pages 371-384, July.
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