scientific article; zbMATH DE number 774839

MaRDI QIDQ4839352zbMATH OpenFDO

Authors

Publication date 18 October 1995

zbMATH Keywords

nonlinear time seriessimulationthreshold modelsbilinear modelsLagrange multiplier statisticsnon-nested alternativesannual sunspot series

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(4)

• A COMPARATIVE STUDY OF MODEL SELECTION METHODS FOR NONLINEAR TIME SERIES
• Discriminating between nonstationary and nearly nonstationary time series models: A simulation study
• A fuzzy identification procedure for nonlinear time series: With example on ARCH and bilinear models
• Nonlinearity tests in time series analysis

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