A specification test for nonlinear nonstationary models (Q447823): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
Property / author | |||
Property / author: Peter C. B. Phillips / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62M10 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62G07 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62G10 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60F05 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6073773 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
intersection local time | |||
Property / zbMATH Keywords: intersection local time / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
kernel regression | |||
Property / zbMATH Keywords: kernel regression / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
nonlinear nonparametric model | |||
Property / zbMATH Keywords: nonlinear nonparametric model / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
nonstationary time series | |||
Property / zbMATH Keywords: nonstationary time series / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
specification tests | |||
Property / zbMATH Keywords: specification tests / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
weak convergence | |||
Property / zbMATH Keywords: weak convergence / rank | |||
Normal rank |
Revision as of 10:30, 30 June 2023
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A specification test for nonlinear nonstationary models |
scientific article |
Statements
A specification test for nonlinear nonstationary models (English)
0 references
29 August 2012
0 references
intersection local time
0 references
kernel regression
0 references
nonlinear nonparametric model
0 references
nonstationary time series
0 references
specification tests
0 references
weak convergence
0 references