Pages that link to "Item:Q3740083"

The following pages link to Nonlinearity tests for time series (Q3740083):

Displaying 50 items.

• Nonlinear autoregressive conditional duration models for traffic congestion estimation (Q642455) (← links)
• A low-dimension portmanteau test for non-linearity (Q736672) (← links)
• Multivariate contemporaneous-threshold autoregressive models (Q737288) (← 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)
• 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 linearity for NARX models (Q1287103) (← links)
• Use of fuzzy statistical technique in change periods detection of nonlinear time series (Q1294296) (← 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)
• Towards a nonparametric test of linearity for times series (Q1299551) (← links)
• Characteristics of hand tremor time series (Q1310582) (← links)
• On the robustness of nonlinearity tests to moment condition failure (Q1362039) (← links)
• The effects of temporal aggregation on tests of linearity of a time series. (Q1589462) (← links)
• Testing for neglected nonlinearity in regression models based on the theory of random fields (Q1871563) (← links)
• Detecting nonlinearities in neuro-electrical signals: A study of synchronous local field potentials (Q1915070) (← links)
• Detecting serial dependence in tail events: a test dual to the BDS test (Q1927313) (← links)
• A note on spurious nonlinear regression (Q1934885) (← links)
• Testing time reversibility without moment restrictions (Q1971793) (← links)
• Detection of EXPAR nonlinearity in the presence of a nuisance unidentified under the null hypothesis (Q2061745) (← links)
• A non-linear random environment \(\mathrm{INAR}(1)\) model (Q2226328) (← links)
• Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model (Q2288908) (← links)
• Testing nonstationary and absolutely regular nonlinear time series models (Q2330966) (← links)
• On testing for nonlinearity in multivariate time series (Q2343308) (← links)
• A new nonlinearity test to circumvent the limitation of Volterra expansion with application (Q2398407) (← links)
• Multi-regime models for nonlinear nonstationary time series (Q2512790) (← links)
• P-star model for India: a nonlinear approach (Q2691776) (← links)
• Can a Taylor rule better explain the Fed's monetary policy through the 1920s and 1930s? A nonlinear cliometric analysis (Q2691789) (← links)
• A nonlinear model of asset returns with multiple shocks (Q2697021) (← links)
• Exchange rates in India: current account monetarism in a nonlinear context (Q2697107) (← 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)
• (Q2971502) (← links)
• Identification of TAR models using recursive estimation (Q3018537) (← links)
• Estimation of Some Bilinear Time Series Models with Time Varying Coefficients (Q3158142) (← links)
• TESTING FOR NONLINEARITY & MODELING VOLATILITY IN EMERGING CAPITAL MARKETS: THE CASE OF TUNISIA (Q3421822) (← links)
• Nonlinearity tests in time series analysis (Q3598310) (← links)
• A Tukey nonadditivity-type test for time series nonlinearity (Q3675372) (← links)
• On nonlinear models for time series (Q4203659) (← links)
• Nonlinear transfer functions (Q4345895) (← links)
• A test for independence based on the correlation dimension (Q4355133) (← links)
• A NONPARAMETRIC TEST FOR NONLINEARITY BY THE WEIGHTED LEAST SQUARES METHOD (Q4381331) (← links)
• Statistical Adequacy and the Testing of Trend Versus Difference Stationarity (Q4414344) (← links)
• NONLINEAR ERROR CORRECTION: THE CASE OF MONEY DEMAND IN THE UNITED KINGDOM (1878–2000) (Q4471242) (← links)
• ON THE KOLMOGOROV-SMIRNOV TYPE TEST FOR TESTING NONLINEARITY IN TIME SERIES (Q4540722) (← links)
• Applications of Methods and Algorithms of Nonlinear Dynamics in Economics and Finance (Q4562457) (← links)
• The effect of aggregation on nonlinearity (Q4701043) (← links)