A Note on Tests for Threshold-Type Non-Linearity in Open Loop Systems

DOI10.2307/2347412MaRDI QIDQ4844080zbMATH OpenOpenAlexFDO

Authors Adel H. Sorour, Howell Tong

Publication date 17 August 1995

Published in Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2347412

zbMATH Keywords

bilinear systemscumulative sum testgas furnace datainput-outout dataJokulsa Eystri datalikelihood ratio testsmarket share price datanonlinear systemsnonstandard problemspower functionsignificance pointstests for nonlinearity

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics (62P99)

Cited in

(2)

• Nonlinear transfer functions
• Additive Outliers in Open-Loop Threshold Autoregressive Models: A Simulation Study

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