TESTING LINEARITY AGAINST SMOOTH TRANSITION AUTOREGRESSIVE MODELS

被引：267
作者：
LUUKKONEN, R
SAIKKONEN, P
TERASVIRTA, T
机构：
[1] UNIV HELSINKI,DEPT STAT,SF-00100 HELSINKI 10,FINLAND
[2] RES INST FINNISH ECON,SF-00120 HELSINKI,FINLAND
来源：
BIOMETRIKA | 1988年 / 75卷 / 03期
关键词：
D O I：
10.2307/2336599
中图分类号：
Q [生物科学];
学科分类号：
07 ; 0710 ; 09 ;
摘要：
引用
收藏
页码：491 / 499
页数：9
相关论文
共 11 条
[1]  
Chan K.S., 1986, J TIME SER ANAL, V7, P179, DOI DOI 10.1111/J.1467-9892.1986.TB00501.X
[2]   ON TESTS FOR NONLINEARITY IN TIME-SERIES ANALYSIS [J].
CHAN, WS ;
TONG, H .
JOURNAL OF FORECASTING, 1986, 5 (04) :217-228
[3]   HYPOTHESIS TESTING WHEN A NUISANCE PARAMETER IS PRESENT ONLY UNDER ALTERNATIVE [J].
DAVIES, RB .
BIOMETRIKA, 1977, 64 (02) :247-254
[4]   HYPOTHESIS-TESTING WHEN A NUISANCE PARAMETER IS PRESENT ONLY UNDER THE ALTERNATIVE [J].
DAVIES, RB .
BIOMETRIKA, 1987, 74 (01) :33-43
[5]  
Granger C.W.J., 1978, INTRO BILINEAR TIME
[6]   A TUKEY NONADDITIVITY-TYPE TEST FOR TIME-SERIES NONLINEARITY [J].
KEENAN, DM .
BIOMETRIKA, 1985, 72 (01) :39-44
[7]  
PETRUCCELLI JD, 1986, BIOMETRIKA, V73, P687
[8]   MODELING BY SHORTEST DATA DESCRIPTION [J].
RISSANEN, J .
AUTOMATICA, 1978, 14 (05) :465-471
[9]  
SAIKKONEN P, 1988, SCAND J STAT, V15, P55
[10]   ESTIMATING DIMENSION OF A MODEL [J].
SCHWARZ, G .
ANNALS OF STATISTICS, 1978, 6 (02) :461-464
12