A note on testing for nonlinearity with partially observed time series (Q4547591)
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scientific article; zbMATH DE number 1786269
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on testing for nonlinearity with partially observed time series |
scientific article; zbMATH DE number 1786269 |
Statements
A note on testing for nonlinearity with partially observed time series (English)
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21 August 2002
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Euler scheme
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Irregularly sampled data
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Kalman filter
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Lagrange multiplier test
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Stochastic differential equation
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