Detection of EXPAR nonlinearity in the presence of a nuisance unidentified under the null hypothesis

DOI10.1007/S13571-019-00209-7zbMath1476.62177OpenAlexW2985619941MaRDI QIDQ2061745

Nabil Azouagh, Said El Melhaoui

Publication date: 21 December 2021

Published in: Sankhyā. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13571-019-00209-7

zbMATH Keywords

nuisance parameterLAN propertynonlinearity testsAR-sieve bootstrapexponential autoregressive modelspseudo-Gaussian methods

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bootstrap, jackknife and other resampling methods (62F40) Asymptotic properties of parametric tests (62F05)

Related Items (1)

Aligned signed-rank tests of a linear autoregressive model against an exponential autoregressive one

Cites Work

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