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Comparison study of AR models of the Canadian lynx data: A close look at BDS statistic

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  • Lai, Dejian

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  • Lai, Dejian, 1996. "Comparison study of AR models of the Canadian lynx data: A close look at BDS statistic," Computational Statistics & Data Analysis, Elsevier, vol. 22(4), pages 409-423, August.
    • Handle: RePEc:eee:csdana:v:22:y:1996:i:4:p:409-423
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    References listed on IDEAS

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    1. T. Ozaki, 1982. "The Statistical Analysis Of Perturbed Limit Cycle Processes Using Nonlinear Time Series Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 3(1), pages 29-41, January.
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    1. Min Gan & C.L. Philip Chen & Long Chen & Chun-Yang Zhang, 2016. "Exploiting the interpretability and forecasting ability of the RBF-AR model for nonlinear time series," International Journal of Systems Science, Taylor & Francis Journals, vol. 47(8), pages 1868-1876, June.

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