吉首大学学报：自然科学版Issue(3)：22-25,4.
基于Wild Bootstrap非参数方法的AR模型线性检验
Wild Bootstrap Nonparametric Kernel Test for Linearity in AR Regression Models
王敬勇1
作者信息
- 1. 铜陵学院经济贸易系,安徽铜陵244061
- 折叠
摘要
Abstract
This article considers Wild Bootstrap nonparametric kernel test for linearity in AR regression models,and examines finite sample performance：test size and test power.Simulation results show that test reliability and robustness of Wild Bootstrap is higher than asymptotic method,and test power of TAR and bilinear models is better than the others AR models.关键词
Wild/Bootstrap/AR模型/检验水平/检验势/非线性Key words
Wild Bootstrap/AR model/test size/test power/nonlinearity分类
数学引用本文复制引用
王敬勇..基于Wild Bootstrap非参数方法的AR模型线性检验[J].吉首大学学报：自然科学版,2011,(3):22-25,4.
