ON LIKELIHOOD RATIO TESTS FOR THRESHOLD AUTOREGRESSION

[1] ASYMPTOTIC THEORY OF CERTAIN GOODNESS OF FIT CRITERIA BASED ON STOCHASTIC PROCESSES [J]. ANNALS OF MATHEMATICAL STATISTICS, 1952, 23 (02): : 193 - 212

[2] Billingsley P, 1968, CONVERGENCE PROBABIL

[3] BROCKWELL PJ, 1987, TIME SERIES THEORY M, P197

[4] ON THE USE OF THE DETERMINISTIC LYAPUNOV FUNCTION FOR THE ERGODICITY OF STOCHASTIC DIFFERENCE-EQUATIONS [J]. ADVANCES IN APPLIED PROBABILITY, 1985, 17 (03) : 666 - 678

[5] CHAN KS, 1988, LIKELIHOOD RATIO TES

[6] CHAN KS, 1988, TESTING THRESHOLD AU

[7] ON TESTS FOR NONLINEARITY IN TIME-SERIES ANALYSIS [J]. JOURNAL OF FORECASTING, 1986, 5 (04) : 217 - 228

[8] HYPOTHESIS TESTING WHEN A NUISANCE PARAMETER IS PRESENT ONLY UNDER ALTERNATIVE [J]. BIOMETRIKA, 1977, 64 (02) : 247 - 254

[9] DAVIES RB, 1987, BIOMETRIKA, V74, P33, DOI 10.2307/2336019

[10] ABSORPTION PROBABILITY FOR ORNSTEIN-UHLENBECK PROCESS [J]. JOURNAL OF APPLIED PROBABILITY, 1975, 12 (03) : 595 - 599

[1] ASYMPTOTIC THEORY OF CERTAIN GOODNESS OF FIT CRITERIA BASED ON STOCHASTIC PROCESSES [J]. ANNALS OF MATHEMATICAL STATISTICS, 1952, 23 (02): : 193 - 212

[2] Billingsley P, 1968, CONVERGENCE PROBABIL

[3] BROCKWELL PJ, 1987, TIME SERIES THEORY M, P197

[4] ON THE USE OF THE DETERMINISTIC LYAPUNOV FUNCTION FOR THE ERGODICITY OF STOCHASTIC DIFFERENCE-EQUATIONS [J]. ADVANCES IN APPLIED PROBABILITY, 1985, 17 (03) : 666 - 678

[5] CHAN KS, 1988, LIKELIHOOD RATIO TES

[6] CHAN KS, 1988, TESTING THRESHOLD AU

[7] ON TESTS FOR NONLINEARITY IN TIME-SERIES ANALYSIS [J]. JOURNAL OF FORECASTING, 1986, 5 (04) : 217 - 228

[8] HYPOTHESIS TESTING WHEN A NUISANCE PARAMETER IS PRESENT ONLY UNDER ALTERNATIVE [J]. BIOMETRIKA, 1977, 64 (02) : 247 - 254

[9] DAVIES RB, 1987, BIOMETRIKA, V74, P33, DOI 10.2307/2336019

[10] ABSORPTION PROBABILITY FOR ORNSTEIN-UHLENBECK PROCESS [J]. JOURNAL OF APPLIED PROBABILITY, 1975, 12 (03) : 595 - 599