Testing for Threshold Effects in the TARMA Framework (Q6092951)

From MaRDI portal
scientific article; zbMATH DE number 7769926
Language Label Description Also known as
English
Testing for Threshold Effects in the TARMA Framework
scientific article; zbMATH DE number 7769926

    Statements

    Testing for Threshold Effects in the TARMA Framework (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    23 November 2023
    0 references
    0 references
    Lagrange multiplier test
    0 references
    linearity testing
    0 references
    marked empirical processes
    0 references
    threshold ARMA models
    0 references
    tree-rings
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references