| dc.contributor.author | Fenga, L. | en |
| dc.contributor.author | Politis, Dimitris Nicolas | en |
| dc.creator | Fenga, L. | en |
| dc.creator | Politis, Dimitris Nicolas | en |
| dc.date.accessioned | 2019-12-02T10:35:01Z | |
| dc.date.available | 2019-12-02T10:35:01Z | |
| dc.date.issued | 2015 | |
| dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/56789 | |
| dc.description.abstract | In this paper, we investigate the selecting performances of a bootstrapped version of the Akaike information criterion for nonlinear self-exciting threshold autoregressive-type data generating processes. Empirical results will be obtained via Monte Carlo simulations. The quality of our method is assessed by comparison with its non-bootstrap counterpart and through a novel procedure based on artificial neural networks. © 2013, © 2013 Taylor & Francis. | en |
| dc.source | Journal of Statistical Computation and Simulation | en |
| dc.source.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-84961380578&doi=10.1080%2f00949655.2013.811507&partnerID=40&md5=843bc003762e18ea1f20185f1588453e | |
| dc.subject | AIC | en |
| dc.subject | bootstrap | en |
| dc.subject | moving block bootstrap | en |
| dc.subject | order selection | en |
| dc.subject | artificial neural networks | en |
| dc.subject | SETAR process | en |
| dc.title | Bootstrap order selection for SETAR models | en |
| dc.type | info:eu-repo/semantics/article | |
| dc.identifier.doi | 10.1080/00949655.2013.811507 | |
| dc.description.volume | 85 | |
| dc.description.issue | 2 | |
| dc.description.startingpage | 235 | |
| dc.description.endingpage | 250 | |
| dc.author.faculty | Σχολή Θετικών και Εφαρμοσμένων Επιστημών / Faculty of Pure and Applied Sciences | |
| dc.author.department | Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics | |
| dc.type.uhtype | Article | en |
| dc.source.abbreviation | J.Stat.Comput.Simul. | en |
