Nonlinearity tests in time series analysis

DOI10.1007/BF02589021zbMath1446.62238OpenAlexW2035982846MaRDI QIDQ3598310

Marcella Corduas

Publication date: 3 February 2009

Published in: Journal of the Italian Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02589021

zbMATH Keywords

nonlinear time serieslinearity tests

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)

Related Items (1)

A bootstrap test for time series linearity

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