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

From MaRDI portal
scientific article
Language Label Description Also known as
English
Detection of EXPAR nonlinearity in the presence of a nuisance unidentified under the null hypothesis
scientific article

    Statements

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