Optimal Detection of Exponential Component in Autoregressive Models
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- Detection of EXPAR nonlinearity in the presence of a nuisance unidentified under the null hypothesis
- Optimal rank-based detection of exponential component in autoregressive models
- Test for periodicity in restrictive EXPAR models
- Detecting exponential component in autoregressive models: comparative study between several tests of nonlinearity
- scientific article; zbMATH DE number 67250
Cites work
- A consistent nonparametric test for linearity of \(\text{AR} (p)\) models
- Adaptive estimation in time-series models
- Aligned rank tests for linear models with autocorrelated error terms
- Asymptotic methods in statistical decision theory
- ASYMPTOTIC NORMALITY OF LINEAR RANK STATISTICS UNDER ALTERNATIVES
- Asymptotic theory of statistical inference for time series
- Asymptotics of some estimators and sequential residual empiricals in nonlinear time series
- Efficient detection of random coefficients in autoregressive models
- Efficient estimation in nonlinear autoregressive time-series models
- Functional coefficient autoregressive models: estimation and tests of hypotheses
- Functional-Coefficient Autoregressive Models
- scientific article; zbMATH DE number 48093 (Why is no real title available?)
- scientific article; zbMATH DE number 3591256 (Why is no real title available?)
- Linearity testing using local polynomial approximation
- Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence
- Nonparametric statistics for testing of linearity and serial independence
- On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations
- The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend
- THE STATISTICAL ANALYSIS OF PERTURBED LIMIT CYCLE PROCESSES USING NONLINEAR TIME SERIES MODELS
Cited in
(17)- Detection of EXPAR nonlinearity in the presence of a nuisance unidentified under the null hypothesis
- Fitting EXPAR models through the extended Kalman filter
- Fitting the exponential autoregressive model through recursive search
- Test for periodicity in restrictive EXPAR models
- Adaptive Test for Periodicity in Autoregressive Conditional Heteroskedastic Processes
- scientific article; zbMATH DE number 4158415 (Why is no real title available?)
- Parameter estimation for an exponential autoregressive time series model by the Newton search and multi-innovation theory
- Local asymptotic normality for a periodically time varying long memory parameter
- Detecting exponential component in autoregressive models: comparative study between several tests of nonlinearity
- Estimation in periodic restricted EXPAR(1) models
- Nonlinear least squares estimation of the periodic EXPAR(1) model
- Adaptive test for periodicity in restrictive EXPAR(p) models
- An exponential autoregressive model for the forecasting of annual sunspots number
- Optimal rank-based detection of exponential component in autoregressive models
- Adaptive estimation of periodic first-order threshold autoregressive model
- Aligned signed-rank tests of a linear autoregressive model against an exponential autoregressive one
- Cauchy kernel correntropy-based robust multi-innovation identification method for the nonlinear exponential autoregressive model in non-Gaussian environment
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