Pages that link to "Item:Q993830"
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The following pages link to A bootstrap test for time series linearity (Q993830):
Displaying 16 items.
- Discriminating between long-range dependence and non-stationarity (Q367214) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Testing Gaussianity and linearity of Japanese stock returns (Q1000435) (← links)
- Bispectral-based methods for clustering time series (Q1800079) (← links)
- Detection of EXPAR nonlinearity in the presence of a nuisance unidentified under the null hypothesis (Q2061745) (← links)
- Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis (Q2348726) (← links)
- A test for stationarity based on empirical processes (Q2435258) (← links)
- Estimation of the bispectrum for locally stationary processes (Q2453896) (← links)
- Testing linearity for stationary time series using the sample interquartile range (Q2740047) (← links)
- Testing for Stationarity in Multivariate Locally Stationary Processes (Q3466883) (← links)
- A simple bootstrap test for time series regression models (Q4675952) (← links)
- Consistent autoregressive spectral estimates: Nonlinear time series and large autocovariance matrices (Q5012854) (← links)
- Normality tests for dependent data: large-sample and bootstrap approaches (Q5087935) (← links)
- Bispectral-Based Goodness-of-Fit Tests of Gaussianity and Linearity of Stationary Time Series (Q5495065) (← links)
- Portmanteau tests for linearity of stationary time series (Q5860904) (← links)
- Aligned signed-rank tests of a linear autoregressive model against an exponential autoregressive one (Q6053887) (← links)
