Testing for Threshold Effects in the TARMA Framework (Q6092951)
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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 |
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Testing for Threshold Effects in the TARMA Framework (English)
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23 November 2023
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Lagrange multiplier test
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linearity testing
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marked empirical processes
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threshold ARMA models
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tree-rings
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