Q3817481 (Q3817481): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 16:17, 5 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
1988
0 references
ARCH
0 references
bilinear model
0 references
exponential autoregressive model
0 references
model selection
0 references
threshold autoregressive model
0 references
Lagrange multiplier tests
0 references
testing linearity of univariate time series models
0 references
nonlinear alternatives
0 references
power properties
0 references
asymptotic relative efficiency
0 references
Monte Carlo
0 references
