Testing a linear time series model against its threshold extension (Q3168782): Difference between revisions
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Revision as of 10:01, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing a linear time series model against its threshold extension |
scientific article |
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Testing a linear time series model against its threshold extension (English)
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19 April 2011
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autoregressive moving average model
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bootstrap method
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quasilikelihood ratio test
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threshold model
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