A consistent nonparametric test for linearity of \(\text{AR} (p)\) models
type: Item
instance of: scholarly article
title: A consistent nonparametric test for linearity of \(\text{AR} (p)\) models
zbMATH Open document ID: 0895.90048
DOI: 10.1016/S0165-1765(97)00054-2
author: Yanqin Fan
author: Qi Li
published in: Economics Letters
publication date: 1998-06-30T00:00:00Z
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 1170385
zbMATH Keywords: absolute regularity
zbMATH Keywords: asymptotic normality
zbMATH Keywords: autoregressive model
zbMATH Keywords: consistent test
zbMATH Keywords: kernel estimation
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1170385