Detection of EXPAR nonlinearity in the presence of a nuisance unidentified under the null hypothesis (Q2061745)
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scientific article; zbMATH DE number 7450078
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detection of EXPAR nonlinearity in the presence of a nuisance unidentified under the null hypothesis |
scientific article; zbMATH DE number 7450078 |
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Detection of EXPAR nonlinearity in the presence of a nuisance unidentified under the null hypothesis (English)
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21 December 2021
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nonlinearity tests
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exponential autoregressive models
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LAN property
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pseudo-Gaussian methods
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nuisance parameter
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AR-sieve bootstrap
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