On Tests for Self-Exciting Threshold Autoregressive-Type Non-Linearity in Partially Observed Time Series (Q4843936)
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scientific article; zbMATH DE number 787292
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Tests for Self-Exciting Threshold Autoregressive-Type Non-Linearity in Partially Observed Time Series |
scientific article; zbMATH DE number 787292 |
Statements
On Tests for Self-Exciting Threshold Autoregressive-Type Non-Linearity in Partially Observed Time Series (English)
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17 August 1995
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Hang Seng index
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IBM stock price
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Kalman filter
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non-linearity
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partial observations
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Petruccelli-Davis test
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Petruccelli's test
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self-exciting threshold autoregression
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share price
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Tsay's test
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