Testing for threshold autoregression with conditional heteroscedasticity (Q4364907): Difference between revisions
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Revision as of 23:55, 19 March 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)
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1997
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Conditional heteroscedasticity
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Gaussian process
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Lagrange-multiplier test
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threshold time series model.
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