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scientific article; zbMATH DE number 4090638
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| English | No label defined |
scientific article; zbMATH DE number 4090638 |
Statements
1988
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ARCH
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bilinear model
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exponential autoregressive model
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model selection
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threshold autoregressive model
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Lagrange multiplier tests
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testing linearity of univariate time series models
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nonlinear alternatives
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power properties
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asymptotic relative efficiency
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Monte Carlo
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0.8617293238639832
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0.8611093163490295
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