A Portmanteau Test for Smooth Transition Autoregressive Models (Q5135319): Difference between revisions

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+Zhi-Qiang Zhang
@@ Property / author: Zhi-Qiang Zhang / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1111/jtsa.12512
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+W2991634754
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@@ Property / cites work @@
+Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
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@@ Property / cites work @@
+ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS
@@ Property / cites work: ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS / rank @@
+Normal rank
@@ Property / cites work @@
+Testing the adequacy of smooth transition autoregressive models
+Normal rank
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+Diagnostic checking for time series models with conditional heteroscedasticity estimated by the least absolute deviation approach
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@@ Property / cites work @@
+Testing model adequacy for some Markov regression models for time series
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+Q4742198
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+On a measure of lack of fit in time series models
@@ Property / cites work: On a measure of lack of fit in time series models / rank @@
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+Testing linearity against smooth transition autoregressive models
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+Q3817481
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+Q4194329
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+An efficient method for finding the minimum of a function of several variables without calculating derivatives
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+Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models
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+Q3999154
@@ Property / cites work: Q3999154 / rank @@
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