Testing linearity against smooth transition autoregressive models (Q3805700): Difference between revisions

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Latest revision as of 20:00, 27 January 2025

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Testing linearity against smooth transition autoregressive models
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    Testing linearity against smooth transition autoregressive models (English)
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    1988
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    power
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    logistic STAR model
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    Lagrange multiplier type test
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    linear time series model
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    nonlinearity
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    univariate time series
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    smooth transition autoregressive (STAR) model
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    self-exciting threshold autoregressive (SETAR) model
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    tests of linearity
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    augmented Tsay test procedure
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    third order test procedure
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    small sample behaviour
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    CUSUM test
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