Testing for double threshold autoregressive conditional heteroscedastic model

Keyphrases

• Test Statistic 100%
• Threshold Autoregressive Model 100%
• Autoregressive Conditional Heteroscedasticity Model 100%
• Double Threshold 100%
• Copyright 33%
• Threshold Parameter 33%
• Simulation Experiment 33%
• Nuisance Parameter 33%
• Academia Sinica 33%
• Statistical Science 33%
• Asymptotic null Distribution 33%
• Testing Problem 33%
• Gaussian Process 33%
• Lagrange multiplier Test 33%
• Zero Mean 33%

Mathematics

• Conditionals 100%
• Test Statistic 100%
• Asymptotics 33%
• Statistical Science 33%
• Null 33%
• Testing Problem 33%
• Gaussian Process 33%
• Lagrange Multiplier Test 33%
• Nuisance Parameter 33%
• Extensive Simulation Experiment 33%
• Percentage Point 33%