A Portmanteau Test for Smooth Transition Autoregressive Models (Q5135319)

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scientific article; zbMATH DE number 7276155
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A Portmanteau Test for Smooth Transition Autoregressive Models
scientific article; zbMATH DE number 7276155

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    A Portmanteau Test for Smooth Transition Autoregressive Models (English)
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    20 November 2020
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    STAR models
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    portmanteau test
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    nonlinear time series
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    least-squares method
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