Fitting a two phase threshold multiplicative error model (Q515143): Difference between revisions
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Property / author: Hira L. Koul / rank | |||
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Property / Mathematics Subject Classification ID: 62G10 / rank | |||
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Property / Mathematics Subject Classification ID: 62G20 / rank | |||
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Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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Property / Mathematics Subject Classification ID: 91B84 / rank | |||
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Property / Mathematics Subject Classification ID: 91G70 / rank | |||
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Property / Mathematics Subject Classification ID: 60F17 / rank | |||
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Property / zbMATH DE Number: 6693813 / rank | |||
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lack-of-fit test | |||
Property / zbMATH Keywords: lack-of-fit test / rank | |||
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martingale transform | |||
Property / zbMATH Keywords: martingale transform / rank | |||
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Kolmogorov-Smirnov | |||
Property / zbMATH Keywords: Kolmogorov-Smirnov / rank | |||
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Revision as of 03:55, 1 July 2023
scientific article
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English | Fitting a two phase threshold multiplicative error model |
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Fitting a two phase threshold multiplicative error model (English)
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10 March 2017
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lack-of-fit test
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martingale transform
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Kolmogorov-Smirnov
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