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A New Bispectral Test for NonLinear Serial Dependence - MaRDI portal

A New Bispectral Test for NonLinear Serial Dependence (Q3615089)

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A New Bispectral Test for NonLinear Serial Dependence
scientific article

    Statements

    title
    A New Bispectral Test for NonLinear Serial Dependence (English)
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    author
    Elena Rusticelli
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    Richard A. Ashley
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    Estela Bee Dagum
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    Douglas M. Patterson
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    publication date
    17 March 2009
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    zbMATH Keywords
    bispectrum
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    linear prefiltering procedure
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    maximization technique
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    nonlinearity
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    smoothing parameter
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    invariance property
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    Identifiers

    Mathematics Subject Classification ID
    62M15
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    62M10
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    65C05
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    62F35
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    zbMATH DE Number
    5529891
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    OpenAlex ID
    W2003473138
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