TESTS FOR TAR MODELS VS. STAR MODELS--A SEPARATE FAMILY OF HYPOTHESES APPROACH

DOI10.5705/SS.202016.0497zbMath1406.62094OpenAlexW2649115398MaRDI QIDQ4558618

Howell Tong, Shiqing Ling, Zhaoxing Gao

Publication date: 22 November 2018

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.202016.0497

zbMATH Keywords

non-nested testTAR modelSTAR modelseparate family of hypotheses

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)

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