A robust cusum test for SETAR-type nonlinearity in time series
Joseph D. Petruccelli, Alina Onofrei and Jayson D. Wilbur
| Year of publication: |
2009
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|---|---|
| Authors: | Petruccelli, Joseph D. ; Onofrei, Alina ; Wilbur, Jayson D. |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 28.2009, 3, p. 266-276
|
| Subject: | Nichtlineare Regression | Nonlinear regression | Zeitreihenanalyse | Time series analysis | Momentenmethode | Method of moments |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003823249