Pages that link to "Item:Q3675372"

The following pages link to A Tukey nonadditivity-type test for time series nonlinearity (Q3675372):

Displaying 50 items.

• Spurious regression (Q609686) (← links)
• A low-dimension portmanteau test for non-linearity (Q736672) (← links)
• A bootstrap test for time series linearity (Q993830) (← links)
• Testing for nonlinearity in time series: the method of surrogate data (Q994938) (← links)
• Detecting business cycle asymmetries using artificial neural networks and time series models (Q1020512) (← links)
• Power of the Lagrange multiplier test for certain subdiagonal bilinear models (Q1126139) (← links)
• Nonlinearity tests for bilinear systems (Q1196872) (← links)
• Optimal rank-based tests against first-order superdiagonal bilinear dependence (Q1200014) (← links)
• Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests (Q1209888) (← links)
• Testing time series linearity via goodness-of-fit methods (Q1298973) (← links)
• A nonparametric goodness-of-fit test for a class of parametric autoregressive models (Q1299430) (← links)
• Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence (Q1299532) (← links)
• Characteristics of hand tremor time series (Q1310582) (← links)
• On the robustness of nonlinearity tests to moment condition failure (Q1362039) (← links)
• A mixed-type test for linearity in time series (Q1580009) (← links)
• The effects of temporal aggregation on tests of linearity of a time series. (Q1589462) (← links)
• Dynamical systems identification from time-series data: A Hankel matrix approach (Q1816618) (← links)
• Testing for neglected nonlinearity in regression models based on the theory of random fields (Q1871563) (← links)
• A note on spurious nonlinear regression (Q1934885) (← links)
• Testing time reversibility without moment restrictions (Q1971793) (← links)
• Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model (Q2288908) (← links)
• A new nonlinearity test to circumvent the limitation of Volterra expansion with application (Q2398407) (← links)
• The log of the determinant of the autocorrelation matrix for testing goodness of fit in time series (Q2495838) (← links)
• Multi-regime models for nonlinear nonstationary time series (Q2512790) (← links)
• Integer-valued bilinear model with dependent counting series (Q2671231) (← links)
• P-star model for India: a nonlinear approach (Q2691776) (← links)
• Exchange rates in India: current account monetarism in a nonlinear context (Q2697107) (← links)
• Nonlinearity, cyclicity, and persistence in consumption and income relationships: research in honor of Melvin J. Hinich (Q2843377) (← links)
• A Sequential and Iterative Testing Procedure to Identify the Nature of a Time Series Generating Process (Q2888574) (← links)
• Fitting of self-exciting threshold autoregressive moving average nonlinear time-series model through genetic algorithm and development of out-of-sample forecasts (Q2934851) (← links)
• A Multivariate Threshold Varying Conditional Correlations Model (Q3404109) (← links)
• Nonlinearity tests in time series analysis (Q3598310) (← links)
• Nonlinearity tests for time series (Q3740083) (← links)
• On nonlinear models for time series (Q4203659) (← links)
• Asymptotic distributions of the correlation integral based statistics (Q4248691) (← links)
• (Q4583168) (← links)
• A Robust Test for Threshold‐Type Nonlinearity in Multivariate Time Series Analysis (Q4687555) (← links)
• New Weighted Portmanteau Statistics for Time Series Goodness of Fit Testing (Q4916512) (← links)
• A test of linearity against functional coefficient autoregressive models (Q4935423) (← links)
• Identification of Threshold Autoregressive Moving Average Models (Q4976483) (← links)
• Integer-valued bilinear time series model with signed generalized power series thinning operator (Q5033949) (← links)
• Detecting exponential component in autoregressive models: comparative study between several tests of nonlinearity (Q5082779) (← links)
• Nonlinearity testing and modeling for threshold moving average models (Q5130374) (← links)
• An insight into technology diffusion of tractor through Weibull growth model (Q5139029) (← links)
• NONLINEARITY IN THE CANADIAN AND U.S. LABOR MARKETS: UNIVARIATE AND MULTIVARIATE EVIDENCE FROM A BATTERY OF TESTS (Q5439965) (← links)
• Bispectral-Based Goodness-of-Fit Tests of Gaussianity and Linearity of Stationary Time Series (Q5495065) (← links)
• An integer-valued bilinear time series model via two random operators (Q5861147) (← links)
• Nonlinear time series contiguous to \(AR(1)\) processes and a related efficient test for linearity (Q5951991) (← links)
• Percentage points and power of a Kolmogorov-Smirnov type test for linearity in autoregressive time series (Q5957976) (← links)
• What does Google say about credit developments in Brazil? (Q6039097) (← links)