scientific article

zbMath1135.62071MaRDI QIDQ3502474

Guodong Li, Wai Keung Li

Publication date: 23 May 2008

Full work available at URL: http://www3.stat.sinica.edu.tw/statistica/J18N2/J18N213/J18N213.html

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

likelihood ratio testGaussian processMA-GARCH modelthreshold MA-GARCH model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of parametric tests (62F05)

Related Items (9)

On Fréchet autoregressive conditional duration models ⋮ Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model ⋮ Simulation and application of subsampling for threshold autoregressive moving-average models ⋮ Asymmetric linear double autoregression ⋮ Testing for Threshold Effects in the TARMA Framework ⋮ The Marginal Density of a TMA(1) Process ⋮ Nonlinearity testing and modeling for threshold moving average models ⋮ A note on moving‐average models with feedback ⋮ Revisiting the Canadian Lynx Time Series Analysis Through TARMA Models

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