On Tests for Threshold type Nonlinearity in Irregularly Spaced Time Series

Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

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Detail(s)

Original languageEnglish
Pages (from-to)177-194
Journal / PublicationJournal of Statistical Computation and Simulation
Volume34
Publication statusPublished - 1990

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DOI

DOI
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Link to Scopus https://www.scopus.com/record/display.uri?eid=2-s2.0-33746836088&origin=recordpage
Permanent Link https://scholars.cityu.edu.hk/en/publications/publication(c35a4e84-cf35-4e53-b16e-a39cbc7d7f0d).html

Abstract

Formulating the model first in continuous time, we have developed a state space approach to the problem of testing for threshold-type nonlinearity when the data are irregularly spaced.

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Citation Format(s)

[ RIS ] [ BibTeX ]

On Tests for Threshold type Nonlinearity in Irregularly Spaced Time Series. / Tong, Howell; Yeung, Iris.

In: Journal of Statistical Computation and Simulation, Vol. 34, 1990, p. 177-194.

Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review