An investigation of lag identification tools for vector nonlinear time series

Harvill, Jane L., Ray, Bonnie K. . Communications in Statistics: Theory and Methods 2000. 29 (8) :1677-1701

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Bibtex

@article{CIS-163629,
  Author = {Harvill, Jane L. and Ray, Bonnie K.},
  Title = {An investigation of lag identification tools for vector nonlinear time series},
  Journal = {Communications in Statistics: Theory and Methods},
  Volume = {29},
  Number = {8},
  Year = {2000},
  Pages = {1677--1701},
  Keywords = {Kendall's $\\tau$, mutual information criterion}
}

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