Testing for a linear MA model against threshold MA models (Q817980): Difference between revisions

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Revision as of 16:52, 18 April 2024

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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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