Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model (Q2930881)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model |
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Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model (English)
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20 November 2014
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AR(\(p\))
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likelihood ratio test
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structure change
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threshold AR(\(p\))
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two-parameter Gaussian process
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