Nonlinearity testing and modeling for threshold moving average models

DOI10.1080/02664763.2015.1043872OpenAlexW2181538503MaRDI QIDQ5130374

Qiang Xia, Rubing Liang, Cuizhen Niu, Zhi-Qiang Zhang

Publication date: 4 November 2020

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

Full work available at URL: https://doi.org/10.1080/02664763.2015.1043872

zbMATH Keywords

AICnonlinearity testarranged regressionTMA modelma modelthe fitted residuals

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10)

Uses Software

• FinTS

Cites Work

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