Reliability of linearity test for smooth transition models

MaRDI QIDQ3071536zbMATH OpenFDO

Authors Wei Ma, Ming Yuan

Publication date 5 February 2011

zbMATH Keywords

bootstrap methodlinearity testsmooth transition autoregressive model

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Reliability and life testing (62N05) Reliability, availability, maintenance, inspection in operations research (90B25)

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Cited in

(2)

• A comparison of linearity tests based on wild bootstrap
• Testing for linearity in Markov switching models: a bootstrap approach

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