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Publication:3817481
zbMath0666.62089MaRDI QIDQ3817481
Timo Teräsvirta, Pentti Saikkonen, Ritva Luukkonen
Publication date: 1988
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Monte Carlomodel selectionasymptotic relative efficiencyARCHLagrange multiplier teststhreshold autoregressive modelbilinear modelpower propertiesexponential autoregressive modelnonlinear alternativestesting linearity of univariate time series models
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)
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