Power Properties of Nonlinearity Tests for Time Series with Markov Regimes (Q3368297)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Power Properties of Nonlinearity Tests for Time Series with Markov Regimes |
scientific article |
Statements
Power Properties of Nonlinearity Tests for Time Series with Markov Regimes (English)
0 references
27 January 2006
0 references
Markov chain
0 references
Monte Carlo simulation
0 references
nonlinearity tests
0 references
regime switching
0 references
