Tests for Linearity in Star Models: Supwald and Lm-Type Tests
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Publication:2817313
DOI10.1111/jtsa.12180zbMath1396.62210OpenAlexW2274913616MaRDI QIDQ2817313
Publication date: 30 August 2016
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12180
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Markov processes: hypothesis testing (62M02)
Uses Software
Cites Work
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