A mixed-type test for linearity in time series

DOI10.1016/S0378-3758(00)00087-2zbMath0951.62073WikidataQ126590639 ScholiaQ126590639MaRDI QIDQ1580009

Run-Ze Li, Hong-Zhi An, Li Xing Zhu

Publication date: 27 December 2000

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

nonlinearitytest for linearitystationary AR(p) series

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory of statistical distributions (62E10)

Related Items (3)

Testing Normality for Linear AR(p) Models ⋮ QML estimators in linear regression models with functional coefficient autoregressive processes ⋮ A bootstrap test for time series linearity

Cites Work

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• Testing linearity against smooth transition autoregressive models
• A TEST FOR LINEARITY OF STATIONARY TIME SERIES
• TESTING FOR GAUSSIANITY AND LINEARITY OF A STATIONARY TIME SERIES
• A Kolmogorov-Smirnov Type Statistic with Application to Test for Nonlinearity in Time Series

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