Testing linearity against smooth transition autoregressive models (Q3805700): Difference between revisions
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English | 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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0.8924074
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0.89181876
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0.8747559
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0.8548951
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0.8475588
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