A specification test for nonlinear nonstationary models (Q447823)
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scientific article; zbMATH DE number 6073773
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A specification test for nonlinear nonstationary models |
scientific article; zbMATH DE number 6073773 |
Statements
A specification test for nonlinear nonstationary models (English)
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29 August 2012
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intersection local time
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kernel regression
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nonlinear nonparametric model
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nonstationary time series
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specification tests
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weak convergence
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0.8700218200683594
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0.8639379143714905
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0.8631913065910339
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0.8250864744186401
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0.8134638667106628
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