On Tests for Self-Exciting Threshold Autoregressive-Type Non-Linearity in Partially Observed Time Series (Q4843936)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On Tests for Self-Exciting Threshold Autoregressive-Type Non-Linearity in Partially Observed Time Series |
scientific article; zbMATH DE number 787292
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On Tests for Self-Exciting Threshold Autoregressive-Type Non-Linearity in Partially Observed Time Series |
scientific article; zbMATH DE number 787292 |
Statements
On Tests for Self-Exciting Threshold Autoregressive-Type Non-Linearity in Partially Observed Time Series (English)
0 references
17 August 1995
0 references
Hang Seng index
0 references
IBM stock price
0 references
Kalman filter
0 references
non-linearity
0 references
partial observations
0 references
Petruccelli-Davis test
0 references
Petruccelli's test
0 references
self-exciting threshold autoregression
0 references
share price
0 references
Tsay's test
0 references
0.8309206962585449
0 references
0.7978246212005615
0 references
0.7843721508979797
0 references
0.777852475643158
0 references
0.7616560459136963
0 references
