Testing for linearity in Markov switching models: a bootstrap approach
type: Item
instance of: scholarly article
title: Testing for linearity in Markov switching models: a bootstrap approach
zbMATH Open document ID: 1405.62115
author: Silvestro Di Sanzo
published in: Statistical Methods and Applications
publication date: 2009-10-13T00:00:00Z
full work available at URL: 2007 1 20070130102241.pdf
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M02
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 5614357
zbMATH Keywords: Markov switching autoregressive model
zbMATH Keywords: bootstrap
zbMATH Keywords: nuisance parameter
zbMATH Keywords: Monte Carlo simulation
MaRDI profile type: Publication
OpenAlex ID: W2025752311
cites work: Q4892509
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DOI: 10.1007/S10260-007-0080-6
description: scientific article; zbMATH DE number 5614357