Detecting Nonlinearity in Time Series: Surrogate and Bootstrap Approaches

DOI10.2202/1558-3708.1268zbMath1081.91590OpenAlexW2023827082MaRDI QIDQ3368400

Melvin J. Hinich, Lewi Stone, Eduardo M. A. M. Mendes

Publication date: 27 January 2006

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2202/1558-3708.1268

zbMATH Keywords

random processesBootstrapSurrogate data method

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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