Testing for structural change of AR model to threshold AR model (Q5495700)
From MaRDI portal
scientific article; zbMATH DE number 6325668
Language | Label | Description | Also known as |
---|---|---|---|
English | Testing for structural change of AR model to threshold AR model |
scientific article; zbMATH DE number 6325668 |
Statements
Testing for structural change of AR model to threshold AR model (English)
0 references
6 August 2014
0 references
AR model
0 references
threshold AR model
0 references
likelihood ratio test
0 references
structural change
0 references
marked empirical process
0 references
0 references
0 references
0 references