On likelihood ratio tests for threshold autoregression.
Použitie nulovej distribúcie v prípade prahovej autoregresie. Tento problém je neštandardný, pretože potrebný prahový parameter pri nulovej hypotéze chýba. V niektorých prípadoch závisí nulová distribúcia asymptoticky len od stupňov voľnosti.
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| Format: | Buchkapitel |
| Sprache: | Englisch |
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