Testing linearity against smooth transition autoregressive models (Q3805700): Difference between revisions
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Revision as of 12:46, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing linearity against smooth transition autoregressive models |
scientific article |
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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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