Testing for threshold autoregression with conditional heteroscedasticity (Q4364907): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 23:26, 6 February 2024
scientific article; zbMATH DE number 1088754
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for threshold autoregression with conditional heteroscedasticity |
scientific article; zbMATH DE number 1088754 |
Statements
Testing for threshold autoregression with conditional heteroscedasticity (English)
0 references
1997
0 references
Conditional heteroscedasticity
0 references
Gaussian process
0 references
Lagrange-multiplier test
0 references
threshold time series model.
0 references
