Title of article
Detecting nonlinearity in time series by model selection criteria
Author/Authors
Daniel Pe?a، نويسنده , , Julio Rodriguez، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
18
From page
731
To page
748
Keywords
BIC , Bilinear , Portmanteau tests , GARCH , Threshold autoregressive , AIC
Journal title
International Journal of Forecasting
Serial Year
2005
Journal title
International Journal of Forecasting
Record number
179187
Link To Document