scientific article; zbMATH DE number 1894913

zbMATH Open1040.91078MaRDI QIDQ4801934FDOQ4801934

Authors: Min Chen, Gemai Chen 

Publication date: 2002

Title of this publication is not available (Why is that?)

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zbMATH Keywords

threshold autoregressive modelconditional heteroscedasticityempirical percentageKolmogorov-Smirnor type test

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Cited In (6)

• Testing for threshold autoregression with conditional heteroscedasticity
• On conditionally heteroscedastic AR models with thresholds
• Title not available (Why is that?)
• Testing for threshold moving average with conditional heteroscedasticity
• Optimal test forPAR(1) dependence againstPSETAR(2,1,1) models with specified threshold
• A nonparametric test of conditional autoregressive heteroscedasticity for threshold autoregressive models

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