Adaptive Test for Periodicity in Self-Exciting Threshold Autoregressive Models (Q3652716): Difference between revisions

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+Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence
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+Testing for threshold autoregression
@@ Property / cites work: Testing for threshold autoregression / rank @@
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+Q5543905
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+Efficient estimation in nonlinear autoregressive time-series models
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+On adaptive estimation in stationary ARMA processes
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+Nonlinear modelling of periodic threshold autoregressions using Tsmars
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+A portmanteau test for self-exciting threshold autoregressive-type nonlinearity in time series
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+Asymptotic distribution of the log-likelihood function for stochastic processes
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+The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend
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+Q3999154
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