Testing a linear time series model against its threshold extension (Q3168782): Difference between revisions
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Latest revision as of 18:13, 19 March 2024
scientific article
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English | Testing a linear time series model against its threshold extension |
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Testing a linear time series model against its threshold extension (English)
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19 April 2011
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autoregressive moving average model
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bootstrap method
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quasilikelihood ratio test
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threshold model
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