Comprehensively testing linearity hypothesis using the smooth transition autoregressive model (Q5867579)
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scientific article; zbMATH DE number 7584736
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| English | Comprehensively testing linearity hypothesis using the smooth transition autoregressive model |
scientific article; zbMATH DE number 7584736 |
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Comprehensively testing linearity hypothesis using the smooth transition autoregressive model (English)
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14 September 2022
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QLR test statistic
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STAR model
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linearity test
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multivariate Gaussian process
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