On testes for threshold–type nonlinearity in irregulaly spaced time series (Q3350573)
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scientific article; zbMATH DE number 4199386
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| English | On testes for threshold–type nonlinearity in irregulaly spaced time series |
scientific article; zbMATH DE number 4199386 |
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On testes for threshold–type nonlinearity in irregulaly spaced time series (English)
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1990
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continuous time autoregression
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CUSUM
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irregularly spaced data
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Kalman filter
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Petruccelli-Davies test
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threshold autoregression
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Tsay's test
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state space approach
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testing for threshold-type nonlinearity
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