A portmanteau test for self-exciting threshold autoregressive-type nonlinearity in time series (Q3753349)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A portmanteau test for self-exciting threshold autoregressive-type nonlinearity in time series |
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A portmanteau test for self-exciting threshold autoregressive-type nonlinearity in time series (English)
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1986
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portmanteau test
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self-exciting threshold autoregressive-type nonlinearity
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time series
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Significance levels
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asymptotic distribution
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cumulative sums
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