Specification testing in nonlinear and nonstationary time series autoregression
Specification testing in nonlinear and nonstationary time series autoregression
3893-3928
Gao, Jiti
fb907009-eef0-4e30-aca7-b484324f4955
King, Maxwell
412b549a-8886-4346-84ec-5bfab1081eaa
Lu, Zudi
4aa7d988-ac2b-4150-a586-ca92b8adda95
Tjøstheim, Dag
13b95e48-8f1f-44e8-95dd-8527a1897ff6
2009
Gao, Jiti
fb907009-eef0-4e30-aca7-b484324f4955
King, Maxwell
412b549a-8886-4346-84ec-5bfab1081eaa
Lu, Zudi
4aa7d988-ac2b-4150-a586-ca92b8adda95
Tjøstheim, Dag
13b95e48-8f1f-44e8-95dd-8527a1897ff6
Gao, Jiti, King, Maxwell, Lu, Zudi and Tjøstheim, Dag
(2009)
Specification testing in nonlinear and nonstationary time series autoregression.
The Annals of Statistics, 37 (6B), .
(doi:10.1214/09-AOS698).
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Published date: 2009
Organisations:
Mathematical Sciences
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Local EPrints ID: 356164
URI: http://eprints.soton.ac.uk/id/eprint/356164
ISSN: 0090-5364
PURE UUID: d491e9cd-689a-4319-977e-04e415368a90
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Date deposited: 28 Aug 2013 11:33
Last modified: 15 Mar 2024 03:49
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Author:
Jiti Gao
Author:
Maxwell King
Author:
Dag Tjøstheim
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