Testing for a linear MA model against threshold MA models

Annals of Statistics

Volumn 33, Issue 6, 2005, Pages 2529-2552

  Ling, Shiqing ^a   Tong, Howell ^b  

^a HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

^b NONE

Author keywords

Invertibility; Likelihood ratio test; MA model; Marked empirical process; Threshold MA model

Indexed keywords

EID: 33644918840     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/009053605000000598     Document Type: Article

References (36)

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