Detection of EXPAR nonlinearity in the presence of a nuisance unidentified under the null hypothesis (Q2061745)

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Detection of EXPAR nonlinearity in the presence of a nuisance unidentified under the null hypothesis
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    Detection of EXPAR nonlinearity in the presence of a nuisance unidentified under the null hypothesis (English)
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    21 December 2021
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    nonlinearity tests
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    exponential autoregressive models
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    LAN property
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    pseudo-Gaussian methods
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    nuisance parameter
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    AR-sieve bootstrap
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