scientific article; zbMATH DE number 775843
From MaRDI portal
Publication:4839957
zbMath0820.62073MaRDI QIDQ4839957
Dominique Guégan, Pham Dinh Tuan
Publication date: 18 July 1995
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15)
Related Items (9)
The univariate MT-STAR model and a new linearity and unit root test procedure ⋮ Power of the Lagrange multiplier test for certain subdiagonal bilinear models ⋮ Asymptotic spectral theory for nonlinear time series ⋮ Model-free forecasting for nonlinear time series (with application to exchange rates) ⋮ Unnamed Item ⋮ Nonlinearity tests in time series analysis ⋮ Using genetic algorithms to parameters \((d,r)\) estimation for threshold autoregressive models ⋮ Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence ⋮ Identification environment and robust forecasting for nonlinear time series
This page was built for publication:
