Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root (Q295710): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 62E20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F03
@@ Property / Mathematics Subject Classification ID: 62F03 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G09
@@ Property / Mathematics Subject Classification ID: 62G09 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6592950
@@ Property / zbMATH DE Number: 6592950 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+threshold autoregressive model
@@ Property / zbMATH Keywords: threshold autoregressive model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+unit root process
@@ Property / zbMATH Keywords: unit root process / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+GARCH
@@ Property / zbMATH Keywords: GARCH / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+two-parameter Brownian motion
@@ Property / zbMATH Keywords: two-parameter Brownian motion / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+bootstrap
@@ Property / zbMATH Keywords: bootstrap / rank @@
+Normal rank

Revision as of 20:47, 27 June 2023