Testing for threshold autoregression (Q923569)
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scientific article; zbMATH DE number 4169905
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for threshold autoregression |
scientific article; zbMATH DE number 4169905 |
Statements
Testing for threshold autoregression (English)
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1990
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ergodicity
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least squares
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nuisance parameter present only under alternative
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rho-mixing
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stationarity
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threshold autoregressive model
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stationary time series
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likelihood ratio test statistic
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Gaussian process
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contiguous alternative
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Brownian bridge
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