Optimal test for<i>PAR</i>(1) dependence against<i>PSETAR</i>(2,1,1) models with specified threshold (Q2807735)
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scientific article; zbMATH DE number 6584934
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| English | Optimal test for<i>PAR</i>(1) dependence against<i>PSETAR</i>(2,1,1) models with specified threshold |
scientific article; zbMATH DE number 6584934 |
Statements
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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0.8397279
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0.8364221
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0.8333801
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0.8318442
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