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Q4839942 - MaRDI portal

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scientific article; zbMATH DE number 775747
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scientific article; zbMATH DE number 775747

    Statements

    author
    Ruey S. Tsay
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    publication date
    18 July 1995
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    zbMATH Keywords
    Lagrange multiplier test
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    local fitting
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    predictive residual
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    threshold model
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    nonlinear time series
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    added variables
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    regression
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    arranged autoregressive fitting
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    testing nonlinearity
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    local estimation
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    Identifiers

    zbMATH DE Number
    775747
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