A Portmanteau Test for Smooth Transition Autoregressive Models (Q5135319): Difference between revisions

@@ Property / cites work @@
+Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
+Normal rank
@@ Property / cites work @@
+ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS
@@ Property / cites work: ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS / rank @@
+Normal rank
@@ Property / cites work @@
+Testing the adequacy of smooth transition autoregressive models
+Normal rank
@@ Property / cites work @@
+Diagnostic checking for time series models with conditional heteroscedasticity estimated by the least absolute deviation approach
+Normal rank
@@ Property / cites work @@
+Testing model adequacy for some Markov regression models for time series
+Normal rank
@@ Property / cites work @@
+Q4742198
@@ Property / cites work: Q4742198 / rank @@
+Normal rank
@@ Property / cites work @@
+On a measure of lack of fit in time series models
@@ Property / cites work: On a measure of lack of fit in time series models / rank @@
+Normal rank
@@ Property / cites work @@
+Testing linearity against smooth transition autoregressive models
+Normal rank
@@ Property / cites work @@
+Q3817481
@@ Property / cites work: Q3817481 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4194329
@@ Property / cites work: Q4194329 / rank @@
+Normal rank
@@ Property / cites work @@
+An efficient method for finding the minimum of a function of several variables without calculating derivatives
+Normal rank
@@ Property / cites work @@
+Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models
+Normal rank
@@ Property / cites work @@
+Q3999154
@@ Property / cites work: Q3999154 / rank @@
+Normal rank