SUP-TESTS FOR LINEARITY IN A GENERAL NONLINEAR AR(1) MODEL (Q3580631): Difference between revisions

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-Christian Francq
@@ Property / author: Christian Francq / rank @@
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+Christian Francq
@@ Property / author: Christian Francq / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes
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@@ Property / cites work @@
+Specification testing when score test statistics are identically zero
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@@ Property / cites work @@
+Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
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+Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
+Normal rank
@@ Property / cites work @@
+Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model
+Normal rank
@@ Property / cites work @@
+Testing for Neglected Heterogeneity
@@ Property / cites work: Testing for Neglected Heterogeneity / rank @@
+Normal rank
@@ Property / cites work @@
+Q4397010
@@ Property / cites work: Q4397010 / rank @@
+Normal rank
@@ Property / cites work @@
+ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS
@@ Property / cites work: ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS / rank @@
+Normal rank
@@ Property / cites work @@
+The Lindeberg-Levy Theorem for Martingales
@@ Property / cites work: The Lindeberg-Levy Theorem for Martingales / rank @@
+Normal rank
@@ Property / cites work @@
+Admissibility of the likelihood ratio test when a nuisance parameter is present only under the alternative
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@@ Property / cites work @@
+Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
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@@ Property / cites work @@
+Tests for Parameter Instability and Structural Change With Unknown Change Point
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@@ Property / cites work @@
+Q4001807
@@ Property / cites work: Q4001807 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3999154
@@ Property / cites work: Q3999154 / rank @@
+Normal rank
@@ Property / cites work @@
+Non-linear time series and Markov chains
@@ Property / cites work: Non-linear time series and Markov chains / rank @@
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@@ Property / cites work @@
+CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS  PRESENT ONLY UNDER THE ALTERNATIVE
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@@ Property / cites work @@
+Likelihood-based inference with singular information matrix
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@@ Property / cites work @@
+Testing linearity against smooth transition autoregressive models
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@@ Property / full work available at URL @@
+https://doi.org/10.1017/s0266466609990430
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@@ Property / OpenAlex ID @@
+W2172097605
@@ Property / OpenAlex ID: W2172097605 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3580631