scientific article; zbMATH DE number 774839

zbMATH Open0822.62075MaRDI QIDQ4839352FDOQ4839352

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Publication date: 18 October 1995

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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)

Cited In (4)

• 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
• A COMPARATIVE STUDY OF MODEL SELECTION METHODS FOR NONLINEAR TIME SERIES

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