Sup-tests for linearity in a general nonlinear AR(1) model
Year of publication: |
2009
|
---|---|
Authors: | Francq, Christian ; Horváth, Lajos ; Zakoïan, Jean-Michel |
Publisher: |
[Paris] |
Subject: | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression | Statistischer Test | Statistical test | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
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