A Note on Tests for Threshold-Type Non-Linearity in Open Loop Systems

DOI10.2307/2347412zbMath0825.62681OpenAlexW1584463041MaRDI QIDQ4844080

Adel H. Sorour, Howell Tong

Publication date: 17 August 1995

Published in: Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2347412

zbMATH Keywords

nonlinear systemsbilinear systemspower functionlikelihood ratio testssignificance pointsnonstandard problemscumulative sum testtests for nonlinearitygas furnace datainput-outout dataJokulsa Eystri datamarket share price data

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics (62P99)

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Nonlinear transfer functions ⋮ Additive Outliers in Open-Loop Threshold Autoregressive Models: A Simulation Study

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