Bispectral-Based Tests for the Detection of Gaussianity and Linearity in Time Series
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Publication:3795110
DOI10.2307/2289288zbMath0649.62092OpenAlexW4239541711MaRDI QIDQ3795110
Melvin J. Hinich, Patrick L. Brockett, Douglas M. Patterson
Publication date: 1988
Full work available at URL: https://doi.org/10.2307/2289288
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
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