A robust Cusum test for SETAR-type nonlinearity in time series
| Year of publication: |
2009
|
|---|---|
| Authors: | Petruccelli, Joseph D. ; Onofrei, Alina ; Wilbur, Jayson D. |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 28.2009, 3, p. 266
|