Specification testing in nonlinear and nonstationary time series autoregression

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@article{18ddf9019034463bbb16375f2ff130b2,

title = "Specification testing in nonlinear and nonstationary time series autoregression",

author = "Jiti Gao and King, \{Maxwell Leslie\} and Zudi Lu and Dag Tjostheim",

year = "2009",

doi = "10.1214/09-AOS698",

language = "English",

volume = "37",

pages = "3893 -- 3928",

journal = "Annals of Statistics",

issn = "0090-5364",

publisher = "Institute of Mathematical Statistics",

number = "6B",

}