Testing linearity against nonlinear moving average models (Q4213998): Difference between revisions
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1080/03610929808832207 / rank | |||
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| Property / OpenAlex ID: W2159723306 / rank | |||
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| Property / cites work: Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative / rank | |||
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| Property / cites work: Q4397010 / rank | |||
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| Property / cites work: Recursive estimation of mixed autoregressive-moving average order / rank | |||
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| Property / cites work: Testing linearity against smooth transition autoregressive models / rank | |||
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| Property / cites work: Q3999154 / rank | |||
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Latest revision as of 15:48, 28 May 2024
scientific article; zbMATH DE number 1211678
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing linearity against nonlinear moving average models |
scientific article; zbMATH DE number 1211678 |
Statements
Testing linearity against nonlinear moving average models (English)
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3 December 1998
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moving average process
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asymmetry
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nonlinearity
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Lagrange multiplier test
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Wald test
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Monte Carlo
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