Testing for a linear MA model against threshold MA models (Q817980): Difference between revisions
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Revision as of 18:52, 19 March 2024
scientific article
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English | Testing for a linear MA model against threshold MA models |
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Testing for a linear MA model against threshold MA models (English)
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23 March 2006
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invertibility
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likelihood ratio test
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marked empirical process
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threshold MA model
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simulations
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