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Article: Testing for the Buffered Autoregressive Processes

TitleTesting for the Buffered Autoregressive Processes
Authors
Zhu, KYu, PLHLi, WK
KeywordsAR(p) model
Bootstrap method
Buffered AR(p) model
Likelihood ratio test
Marked empirical process
Threshold AR(p) model
Issue Date2014
PublisherAcademia Sinica, Institute of Statistical Science. The Journal's web site is located at http://www.stat.sinica.edu.tw/statistica/
Citation
Statistica Sinica, 2014, v. 24, p. 971-984 How to Cite?
DOI: http://dx.doi.org/10.5705/ss.2012.311
Persistent Identifierhttp://hdl.handle.net/10722/196759
ISSN
1017-0405
2023 Impact Factor: 1.5
2023 SCImago Journal Rankings: 1.368
ISI Accession Number ID
WOS:000337114800022

 

DC FieldValueLanguage
dc.contributor.authorZhu, K-
dc.contributor.authorYu, PLH-
dc.contributor.authorLi, WK-
dc.date.accessioned2014-04-28T09:05:00Z-
dc.date.available2014-04-28T09:05:00Z-
dc.date.issued2014-
dc.identifier.citationStatistica Sinica, 2014, v. 24, p. 971-984-
dc.identifier.issn1017-0405-
dc.identifier.urihttp://hdl.handle.net/10722/196759-
dc.languageeng-
dc.publisherAcademia Sinica, Institute of Statistical Science. The Journal's web site is located at http://www.stat.sinica.edu.tw/statistica/-
dc.relation.ispartofStatistica Sinica-
dc.subjectAR(p) model-
dc.subjectBootstrap method-
dc.subjectBuffered AR(p) model-
dc.subjectLikelihood ratio test-
dc.subjectMarked empirical process-
dc.subjectThreshold AR(p) model-
dc.titleTesting for the Buffered Autoregressive Processesen_US
dc.typeArticleen_US
dc.identifier.emailZhu, K: mazhuke@hku.hk-
dc.identifier.emailYu, PLH: plhyu@hku.hk-
dc.identifier.emailLi, WK: hrntlwk@hkucc.hku.hk-
dc.description.naturepublished_or_final_version-
dc.identifier.doi10.5705/ss.2012.311-
dc.identifier.scopuseid_2-s2.0-84930716431-
dc.identifier.hkuros228714-
dc.identifier.volume24-
dc.identifier.spage971-
dc.identifier.epage984-
dc.identifier.isiWOS:000337114800022-
dc.publisher.placeTaiwan, Republic of China-
dc.identifier.issnl1017-0405-

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