Testing for Common Structures in a Panel of Threshold Models

DOI10.1111/J.0006-341X.2004.00151.XMaRDI QIDQ3435685zbMATH OpenWikidataFDO

Authors Kung-Sik Chan, Howell Tong, Nils Chr. Stenseth

Publication date 7 May 2007

Published in Biometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/J.0006-341X.2004.00151.X

zbMATH Keywords

ecologyFieller's theoremlocation-scale invariancelynx datapopulation dynamicsratios

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Parametric inference under constraints (62F30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12)

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Cites work

• scientific article; zbMATH DE number 48093 (Why is no real title available?)
• Testing for Common Structures in a Panel of Threshold Models
• Time series: theory and methods.

Cited in

(4)

• Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis
• Testing for Common Structures in a Panel of Threshold Models
• Multivariate reduced-rank nonlinear time series modeling
• Threshold models in time series analysis -- some reflections

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