TESTING FOR THRESHOLD AUTOREGRESSION

[1] Billingsley P, 1968, CONVERGENCE PROBABIL

[2] Chan K., 1986, J TIME SER ANAL, V7, P179, DOI DOI 10.1111/J.1467-9892.1986.TB00501.X

[3] ON THE USE OF THE DETERMINISTIC LYAPUNOV FUNCTION FOR THE ERGODICITY OF STOCHASTIC DIFFERENCE-EQUATIONS [J]. ADVANCES IN APPLIED PROBABILITY, 1985, 17 (03) : 666 - 678

[4] CHAN KS, 1991, J ROY STATIST SOC B, V53

[5] HYPOTHESIS TESTING WHEN A NUISANCE PARAMETER IS PRESENT ONLY UNDER ALTERNATIVE [J]. BIOMETRIKA, 1977, 64 (02) : 247 - 254

[6] DAVIES RB, 1987, BIOMETRIKA, V74, P33, DOI 10.2307/2336019

[7] Hajek J., 1967, THEORY RANK TESTS

[8] JEGANATHAN P, 1988, SOME ASPECTS ASYMPTO

[9] LUUKKONEN R, 1988, BIOMETRIKA, V75, P491, DOI 10.1093/biomet/75.3.491

[10] A COMPARISON OF LIKELIHOOD RATIO TEST AND CUSUM TEST FOR THRESHOLD AUTOREGRESSION [J]. STATISTICIAN, 1988, 37 (02): : 213 - 225

[1] Billingsley P, 1968, CONVERGENCE PROBABIL

[2] Chan K., 1986, J TIME SER ANAL, V7, P179, DOI DOI 10.1111/J.1467-9892.1986.TB00501.X

[3] ON THE USE OF THE DETERMINISTIC LYAPUNOV FUNCTION FOR THE ERGODICITY OF STOCHASTIC DIFFERENCE-EQUATIONS [J]. ADVANCES IN APPLIED PROBABILITY, 1985, 17 (03) : 666 - 678

[4] CHAN KS, 1991, J ROY STATIST SOC B, V53

[5] HYPOTHESIS TESTING WHEN A NUISANCE PARAMETER IS PRESENT ONLY UNDER ALTERNATIVE [J]. BIOMETRIKA, 1977, 64 (02) : 247 - 254

[6] DAVIES RB, 1987, BIOMETRIKA, V74, P33, DOI 10.2307/2336019

[7] Hajek J., 1967, THEORY RANK TESTS

[8] JEGANATHAN P, 1988, SOME ASPECTS ASYMPTO

[9] LUUKKONEN R, 1988, BIOMETRIKA, V75, P491, DOI 10.1093/biomet/75.3.491

[10] A COMPARISON OF LIKELIHOOD RATIO TEST AND CUSUM TEST FOR THRESHOLD AUTOREGRESSION [J]. STATISTICIAN, 1988, 37 (02): : 213 - 225