A consistent nonparametric test for linearity of \(\text{AR} (p)\) models (Q1389742)
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English | A consistent nonparametric test for linearity of \(\text{AR} (p)\) models |
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A consistent nonparametric test for linearity of \(\text{AR} (p)\) models (English)
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30 June 1998
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absolute regularity
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asymptotic normality
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autoregressive model
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consistent test
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kernel estimation
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