Nonlinearity testing and modeling for threshold moving average models (Q5130374)

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scientific article; zbMATH DE number 7269717
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Nonlinearity testing and modeling for threshold moving average models
scientific article; zbMATH DE number 7269717

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    Nonlinearity testing and modeling for threshold moving average models (English)
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    4 November 2020
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    arranged regression
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    ma model
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    the fitted residuals
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    nonlinearity test
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    TMA model
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    AIC
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