The following pages link to Testing for time series linearity (Q3594916):
Displaying 15 items.
- Linearity tests under the null hypothesis of a random walk with drift (Q284192) (← links)
- Unit-roots test for time-series data with a linear time trend (Q809530) (← links)
- A bootstrap test for time series linearity (Q993830) (← links)
- Testing nonlinear forecastability in time series: Theory and evidence from the EMS (Q1128791) (← links)
- Statistical tests of stochastic process models used in the financial theory of insurance companies (Q1921987) (← links)
- On tests for linearity against STAR models with deterministic trends (Q1925898) (← links)
- Linearity tests and stochastic trend under the STAR framework (Q2029206) (← links)
- Performance of unit-root tests for non linear unit-root and partial unit-root processes (Q2816436) (← links)
- Testing for nonlinear deterministic components when the order of integration is unknown (Q3103193) (← links)
- Simple diagnostic tools for inverstigating linear trends in time series (Q4337209) (← links)
- (Q4356558) (← links)
- A Simple Specification Procedure for the Transition Function in Persistent Nonlinear Time Series Models (Q4561862) (← links)
- Modelling nonlinearities in equity returns: the mean impact curve analysis (Q5404070) (← links)
- A SIMPLE TEST OF NORMALITY FOR TIME SERIES (Q5719157) (← links)
- A consistent nonparametric test of ergodicity for time series with applications (Q5942687) (← links)
