Testing for nonlinearity with partially observed time series (Q2739332)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Testing for nonlinearity with partially observed time series |
scientific article; zbMATH DE number 1643827
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for nonlinearity with partially observed time series |
scientific article; zbMATH DE number 1643827 |
Statements
Testing for nonlinearity with partially observed time series (English)
0 references
2000
0 references
Euler scheme
0 references
irregular sample data
0 references
Kalman filter
0 references
Lagrange multiplier test
0 references
stochastic differential equations
0 references
