A time-domain test for some types of nonlinearity

DOI10.1109/TSP.2004.838942zbMath1373.62442OpenAlexW2103295960WikidataQ57157782 ScholiaQ57157782MaRDI QIDQ5355596

Adrian G. Barnett, Rodney Carl Wolff

Publication date: 20 September 2017

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsp.2004.838942

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Non-Markovian processes: hypothesis testing (62M07)

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