ON THE KOLMOGOROV-SMIRNOV TYPE TEST FOR TESTING NONLINEARITY IN TIME SERIES

DOI10.1081/STA-120002653zbMath1008.62667MaRDI QIDQ4540722

Sangyeol Lee, Young-Jin Kim

Publication date: 28 July 2002

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Mathematics Subject Classification ID

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

Related Items (2)

Finite population corrections for the Kolmogorov–Smirnov tests ⋮ Model checks of higher order time series

Cites Work

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• Asymptotics for linear processes
• Weak convergence of the sample distribution function when parameters are estimated
• DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS
• A DIAGNOSTIC TEST FOR NONLINEAR SERIAL DEPENDENCE IN TIME SERIES FITTING ERRORS
• Bispectral-Based Tests for the Detection of Gaussianity and Linearity in Time Series
• 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
• A Test of Linearity for Functional Autoregressive Models
• Nonparametric tests of linearity for time series

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