Publication:4320725
From MaRDI portal
zbMath0809.62084MaRDI QIDQ4320725
Publication date: 2 February 1995
Full work available at URL: https://eudml.org/doc/28319
time series; testing linearity; recent developments; modelling of nonlinear series; parametric alternatives
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
Related Items
A bootstrap test for time series linearity, A simple linear time series model with misleading nonlinear properties
Cites Work
- Testing the adequacy of smooth transition autoregressive models
- Testing the constancy of regression parameters against continuous structural change
- Misspecification tests and their uses in econometrics
- ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS
- Testing linearity against smooth transition autoregressive models
- Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model
- Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
- Nonparametric tests of linearity for time series
- Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models
- Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
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