Q3817481 (Q3817481): Difference between revisions
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Latest revision as of 13:50, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
1988
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ARCH
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bilinear model
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exponential autoregressive model
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model selection
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threshold autoregressive model
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Lagrange multiplier tests
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testing linearity of univariate time series models
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nonlinear alternatives
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power properties
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asymptotic relative efficiency
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Monte Carlo
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