Nonparametric and non-linear models and data mining in time series: A case-study on the Canadian lynx data

Lin, T. C., Pourahmadi, M. . Journal of the Royal Statistical Society: Series C (Applied Statistics) 1998. 47 (2) :187-201

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Bibtex

@article{CIS-145938,
  Author = {Lin, T. C. and Pourahmadi, M.},
  Title = {Nonparametric and non-linear models and data mining in time series: A case-study on the Canadian lynx data},
  Journal = {Journal of the Royal Statistical Society: Series C (Applied Statistics)},
  Volume = {47},
  Number = {2},
  Year = {1998},
  Pages = {187--201},
  Keywords = {Autoregressive model, Prediction error, Projection pursuit}
}

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