Optimal test for<i>PAR</i>(1) dependence against<i>PSETAR</i>(2,1,1) models with specified threshold (Q2807735)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal test for<i>PAR</i>(1) dependence against<i>PSETAR</i>(2,1,1) models with specified threshold |
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Optimal test for<i>PAR</i>(1) dependence against<i>PSETAR</i>(2,1,1) models with specified threshold (English)
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25 May 2016
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local asymptotic ``most stringent'' test
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local asymptotic normality
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periodic autoregressive
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periodic self-exciting threshold autoregressive
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