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On threshold moving-average models - MaRDI portal

On threshold moving-average models (Q3838318)

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On threshold moving-average models
scientific article

    Statements

    title
    On threshold moving-average models (English)
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    author
    Jan G. De Gooijer
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    publication date
    9 December 1998
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    zbMATH Keywords
    asymmetric moving average
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    conditional least squares estimation
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    Lagrange multiplier test
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    Monte Carlo
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    nonlinearity
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    Identifiers

    zbMATH DE Number
    1185439
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    OpenAlex ID
    W2136111214
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