Sup-Tests for Linearity in a General Nonlinear AR(1) Model
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- Francq, Christian & Horvath, Lajos & Zakoïan, Jean-Michel, 2010. "Sup-Tests For Linearity In A General Nonlinear Ar(1) Model," Econometric Theory, Cambridge University Press, vol. 26(04), pages 965-993, August.
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- Rehim Kılıç, 2016. "Tests for Linearity in Star Models: Supwald and Lm-Type Tests," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(5), pages 660-674, September.
- Wei-Wen Hsu & David Todem & Kyungmann Kim, 2015. "Adjusted Supremum Score-Type Statistics for Evaluating Non-Standard Hypotheses," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 42(3), pages 746-759, September.
- Jungsik Noh & Sangyeol Lee, 2016. "Quantile Regression for Location-Scale Time Series Models with Conditional Heteroscedasticity," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 43(3), pages 700-720, September.
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