Testing for structural change of AR model to threshold AR model

The purpose of this article is to develop the likelihood ratio test for the structural change of an AR model to a threshold AR model. It is shown that the log‐likelihood ratio test converges to the maxima of a two‐parameter Gaussian process in distribution. This limiting distribution is novel and we tabulate the critical values. Some simulations are carried out to examine the finite‐sample performance of this test statistic. This article also includes a weak convergence of a two‐parameter marked empirical process, which is of independent interest.     

New Sex Attractant Composition for the Click Beetle <Emphasis Type="Italic">Agriotes proximus</Emphasis>: Similarity to the Pheromone of <Emphasis Type="Italic">Agriotes lineatus</Emphasis>

While testing traps baited with a blend of geranyl octanoate and geranyl butanoate (pheromone components previously identified for Agriotes lineatus, Coleoptera, Elateridae) in Portugal and Bulgaria, large numbers of the closely related Agriotes proximus were captured. In the literature, two different compounds, (E,E)-farnesyl acetate and neryl isovalerate had previously been identified as pheromone components of A. proximus. Subsequent field tests, conducted in several European countries, revealed that A. proximus was weakly attracted to geranyl butanoate on its own, while A. lineatus was weakly attracted to geranyl octanoate on its own. However, the largest catches for both species were observed with a blend of both compounds. No A. proximus was caught in traps baited with the blend of (E,E)-farnesyl acetate and neryl isovalerate at any of the test sites. In electroantennographic studies, antennae of male A. proximus and A. lineatus both gave greater responses to geranyl butanoate than to geranyl octanoate, suggesting that the perception of these two compounds was similar for both species. A 1:1 blend of geranyl octanoate and geranyl butanoate can be used as a bait in traps for the detection and monitoring of both A. lineatus and A. proximus in many European countries.