Adaptive Test for Periodicity in Self-Exciting Threshold Autoregressive Models (Q3652716)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive Test for Periodicity in Self-Exciting Threshold Autoregressive Models |
scientific article |
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Adaptive Test for Periodicity in Self-Exciting Threshold Autoregressive Models (English)
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16 December 2009
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adaptive test
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local asymptotic normality
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local asymptotic ``most stringent'' test
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periodically correlated process
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periodic self-exciting threshold autoregressive
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Swensen's conditions
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