Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Testing for a linear MA model against threshold MA models   This paper investigates the (conditional) quasi-likelihood ratio test for the
threshold in MA models. Under the hypothesis of no threshold, it is shown that
the test statistic converges weakly to a function of the centred Gaussian
process. Under local alternatives, it is shown that this test has nontrivial
asymptotic power. The results are based on a new weak convergence of a linear
marked empirical process, which is independently of interest. This paper also
gives an invertible expansion of the threshold MA models.

15
The categories of this paper are: nucl-ex
32
The categories of this paper are: atom-ph
9
The categories of this paper are: nlin
26
The categories of this paper are: bayes-an
30
The categories of this paper are: q-alg
13
The categories of this paper are: quant-ph
27
The categories of this paper are: comp-gas
4
The categories of this paper are: cond-mat
28
The categories of this paper are: alg-geom
19
The categories of this paper are: eess
11
The categories of this paper are: hep-lat
36
The categories of this paper are: cmp-lg
12
The categories of this paper are: nucl-th
10
The categories of this paper are: q-bio
1
The categories of this paper are: cs
35
The categories of this paper are: mtrl-th