Testing for structural change of AR model to threshold AR model (Q5495700)
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scientific article; zbMATH DE number 6325668
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| English | Testing for structural change of AR model to threshold AR model |
scientific article; zbMATH DE number 6325668 |
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Testing for structural change of AR model to threshold AR model (English)
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6 August 2014
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AR model
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threshold AR model
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likelihood ratio test
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structural change
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marked empirical process
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0.93296206
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0.8937219
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0.8901137
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0.8866238
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0.88533187
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0.8848723
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