Testing for the buffered autoregressive processes
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Publication:5413292
DOI10.5705/ss.2012.311zbMath1285.62113OpenAlexW2132805080MaRDI QIDQ5413292
Wai Keung Li, Philip L. H. Yu, Ke Zhu
Publication date: 29 April 2014
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10722/196759
bootstrap methodlikelihood ratio testmarked empirical processesAR(p) modelbuffered AR(p) modelthreshold AR(p) models
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