A Portmanteau Test for Smooth Transition Autoregressive Models
Year of publication: |
2019
|
---|---|
Authors: | Xia, Qiang ; Zhang, Zhiqiang ; Keung Li, Wai |
Published in: |
Journal of Time Series Analysis. - Wiley, ISSN 1467-9892, ZDB-ID 1473831-4. - Vol. 41.2019, 5, p. 722-730
|
Publisher: |
Wiley |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
A Bayesian nonlinearity test for threshold moving average models
Xia, Qiang, (2010)
-
Propulsive performance of a pulse detonation rocket engine without the purge process
Wang, Ke, (2015)
-
On determination of the number of factors in an approximate factor model
Liu, Jinshan, (2023)
- More ...