scientific article; zbMATH DE number 5244294

zbMath1131.62077MaRDI QIDQ5446379

Tomáš Bacigál

Publication date: 6 March 2008

Full work available at URL: https://eudml.org/doc/33855

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

zbMATH Keywords

aggregation operatortesting for linearitydiagnostics on residualsmultivariate STAR

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Uses Software

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Cites Work

• Testing linearity against smooth transition autoregressive models
• Testing and Modeling Multivariate Threshold Models
• SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
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