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Specification testing in nonlinear and nonstationary time series autoregression

Specification testing in nonlinear and nonstationary time series autoregression
Specification testing in nonlinear and nonstationary time series autoregression
0090-5364
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
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), 3893-3928. (doi:10.1214/09-AOS698).

Record type: Article

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Published date: 2009
Organisations: Mathematical Sciences

Identifiers

Local EPrints ID: 356164
URI: http://eprints.soton.ac.uk/id/eprint/356164
ISSN: 0090-5364
PURE UUID: d491e9cd-689a-4319-977e-04e415368a90
ORCID for Zudi Lu: ORCID iD orcid.org/0000-0003-0893-832X

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Date deposited: 28 Aug 2013 11:33
Last modified: 15 Mar 2024 03:49

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Contributors

Author: Jiti Gao
Author: Maxwell King
Author: Zudi Lu ORCID iD
Author: Dag Tjøstheim

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