Testing Linearity For Stationary Time Series Using the Sample Interquartile Range

DOI10.1111/1467-9892.00206zbMath0970.62060OpenAlexW2131224397MaRDI QIDQ2740047

No author found.

Publication date: 16 September 2001

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9892.00206

zbMATH Keywords

asymptotic normalitybispectrumsignificance values

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and spectral analysis (62M15)

Related Items (2)

Diagnosis of poor control-loop performance using higher-order statistics ⋮ A bootstrap test for time series linearity

This page was built for publication: Testing Linearity For Stationary Time Series Using the Sample Interquartile Range