Testing for Threshold Effects in the TARMA Framework

DOI10.5705/ss.202021.0120arXiv2103.13977WikidataQ114104349 ScholiaQ114104349MaRDI QIDQ6092951

Kung-Sik Chan, Greta Goracci, Simone Giannerini, Howell Tong

Publication date: 23 November 2023

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

Full work available at URL: https://arxiv.org/abs/2103.13977

zbMATH Keywords

linearity testingLagrange multiplier testmarked empirical processesthreshold ARMA modelstree-rings

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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