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Testing a linear time series model against its threshold extension
Guodong LI,
Wai Keung LI
Department of Mathematics and Information Technology (MIT)
Research output
:
Contribution to journal
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Articles
›
peer-review
23
Citations (Scopus)
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Mathematics
Time Series Models
99%
Linear Model
77%
Linear Time
76%
Testing
62%
Error term
58%
Asymptotic distribution
51%
Ratio test
42%
Autoregressive Moving Average Model
38%
Quasi-likelihood
36%
Monte Carlo Experiment
34%
Null Distribution
32%
Flexibility
27%
Null hypothesis
27%
Bootstrap
27%
Test Statistic
25%
Permutation
23%
Dependent
19%
Approximation
14%
Business & Economics
Time Series Models
92%
Testing
73%
Quasi-likelihood
43%
Bootstrap
41%
Autoregressive Moving Average Model
40%
Monte Carlo Experiment
33%
Test Statistic
31%
Approximation
24%
Engineering & Materials Science
Time series
75%
Autoregressive moving average model
58%
Testing
45%
Statistics
32%
Experiments
15%
Agriculture & Biology
time series analysis
100%
testing
34%
statistics
27%
methodology
23%
Medicine & Life Sciences
Statistics
22%