A Bayesian nonlinearity test for threshold moving average models BAYESIAN NONLINEARITY TEST (2010)
Attributed to:
System risks in information-rich environments: monitoring for safe and cost-effective operation
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1111/j.1467-9892.2010.00667.x
Publication URI: http://dx.doi.org/10.1111/j.1467-9892.2010.00667.x
Type: Journal Article/Review
Parent Publication: Journal of Time Series Analysis
Issue: 5