Matches in SemOpenAlex for { <https://semopenalex.org/work/W2022347683> ?p ?o ?g. }
Showing items 1 to 85 of
85
with 100 items per page.
- W2022347683 abstract "We consider the problem of determining whether a threshold autoregressive model fits a stationary time series significantly better than an autoregressive model does. A test statistic $lambda$ which is equivalent to the (conditional) likelihood ratio test statistic when the noise is normally distributed is proposed. Essentially, $lambda$ is the normalized reduction in sum of squares due to the piecewise linearity of the autoregressive function. It is shown that, under certain regularity conditions, the asymptotic null distribution of $lambda$ is given by a functional of a central Gaussian process, i.e., with zero mean function. Contiguous alternative hypotheses are then considered. The asymptotic distribution of $lambda$ under the contiguous alternative is shown to be given by the same functional of a noncentral Gaussian process. These results are then illustrated with a special case of the test, in which case the asymptotic distribution of $lambda$ is related to a Brownian bridge." @default.
- W2022347683 created "2016-06-24" @default.
- W2022347683 creator A5062179377 @default.
- W2022347683 date "1990-12-01" @default.
- W2022347683 modified "2023-10-18" @default.
- W2022347683 title "Testing for Threshold Autoregression" @default.
- W2022347683 doi "https://doi.org/10.1214/aos/1176347886" @default.
- W2022347683 hasPublicationYear "1990" @default.
- W2022347683 type Work @default.
- W2022347683 sameAs 2022347683 @default.
- W2022347683 citedByCount "122" @default.
- W2022347683 countsByYear W20223476832012 @default.
- W2022347683 countsByYear W20223476832013 @default.
- W2022347683 countsByYear W20223476832014 @default.
- W2022347683 countsByYear W20223476832015 @default.
- W2022347683 countsByYear W20223476832016 @default.
- W2022347683 countsByYear W20223476832017 @default.
- W2022347683 countsByYear W20223476832018 @default.
- W2022347683 countsByYear W20223476832019 @default.
- W2022347683 countsByYear W20223476832020 @default.
- W2022347683 countsByYear W20223476832021 @default.
- W2022347683 countsByYear W20223476832022 @default.
- W2022347683 countsByYear W20223476832023 @default.
- W2022347683 crossrefType "journal-article" @default.
- W2022347683 hasAuthorship W2022347683A5062179377 @default.
- W2022347683 hasBestOaLocation W20223476831 @default.
- W2022347683 hasConcept C105795698 @default.
- W2022347683 hasConcept C112401455 @default.
- W2022347683 hasConcept C120665830 @default.
- W2022347683 hasConcept C121332964 @default.
- W2022347683 hasConcept C143724316 @default.
- W2022347683 hasConcept C151406439 @default.
- W2022347683 hasConcept C151730666 @default.
- W2022347683 hasConcept C159877910 @default.
- W2022347683 hasConcept C169857963 @default.
- W2022347683 hasConcept C185429906 @default.
- W2022347683 hasConcept C194657046 @default.
- W2022347683 hasConcept C24338571 @default.
- W2022347683 hasConcept C2778113609 @default.
- W2022347683 hasConcept C28826006 @default.
- W2022347683 hasConcept C33923547 @default.
- W2022347683 hasConcept C65778772 @default.
- W2022347683 hasConcept C78651780 @default.
- W2022347683 hasConcept C86803240 @default.
- W2022347683 hasConcept C87007009 @default.
- W2022347683 hasConcept C9483764 @default.
- W2022347683 hasConceptScore W2022347683C105795698 @default.
- W2022347683 hasConceptScore W2022347683C112401455 @default.
- W2022347683 hasConceptScore W2022347683C120665830 @default.
- W2022347683 hasConceptScore W2022347683C121332964 @default.
- W2022347683 hasConceptScore W2022347683C143724316 @default.
- W2022347683 hasConceptScore W2022347683C151406439 @default.
- W2022347683 hasConceptScore W2022347683C151730666 @default.
- W2022347683 hasConceptScore W2022347683C159877910 @default.
- W2022347683 hasConceptScore W2022347683C169857963 @default.
- W2022347683 hasConceptScore W2022347683C185429906 @default.
- W2022347683 hasConceptScore W2022347683C194657046 @default.
- W2022347683 hasConceptScore W2022347683C24338571 @default.
- W2022347683 hasConceptScore W2022347683C2778113609 @default.
- W2022347683 hasConceptScore W2022347683C28826006 @default.
- W2022347683 hasConceptScore W2022347683C33923547 @default.
- W2022347683 hasConceptScore W2022347683C65778772 @default.
- W2022347683 hasConceptScore W2022347683C78651780 @default.
- W2022347683 hasConceptScore W2022347683C86803240 @default.
- W2022347683 hasConceptScore W2022347683C87007009 @default.
- W2022347683 hasConceptScore W2022347683C9483764 @default.
- W2022347683 hasIssue "4" @default.
- W2022347683 hasLocation W20223476831 @default.
- W2022347683 hasOpenAccess W2022347683 @default.
- W2022347683 hasPrimaryLocation W20223476831 @default.
- W2022347683 hasRelatedWork W1969976749 @default.
- W2022347683 hasRelatedWork W1975678857 @default.
- W2022347683 hasRelatedWork W2022347683 @default.
- W2022347683 hasRelatedWork W2028837685 @default.
- W2022347683 hasRelatedWork W2043789727 @default.
- W2022347683 hasRelatedWork W2109421145 @default.
- W2022347683 hasRelatedWork W2896232477 @default.
- W2022347683 hasRelatedWork W3147334312 @default.
- W2022347683 hasRelatedWork W4253116120 @default.
- W2022347683 hasRelatedWork W4283818224 @default.
- W2022347683 hasVolume "18" @default.
- W2022347683 isParatext "false" @default.
- W2022347683 isRetracted "false" @default.
- W2022347683 magId "2022347683" @default.
- W2022347683 workType "article" @default.