A portmanteau test for self-exciting threshold autoregressive-type nonlinearity in time series (Q3753349): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 11:35, 5 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A portmanteau test for self-exciting threshold autoregressive-type nonlinearity in time series |
scientific article |
Statements
A portmanteau test for self-exciting threshold autoregressive-type nonlinearity in time series (English)
0 references
1986
0 references
portmanteau test
0 references
self-exciting threshold autoregressive-type nonlinearity
0 references
time series
0 references
Significance levels
0 references
asymptotic distribution
0 references
cumulative sums
0 references
