Percentage points and power of a Kolmogorov-Smirnov type test for linearity in autoregressive time series

DOI10.1007/BF02669695zbMath0987.62029OpenAlexW2316741201MaRDI QIDQ5957976

Gemai Chen

Publication date: 27 June 2002

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02669695

zbMATH Keywords

Monte Carlo simulationsempirical upper percentage pointsKolmogorov-Smirnov type testlinearity

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Statistical tables (62Q05)

Cites Work

• Recursive mean adjustment in time-series inferences
• A Tukey nonadditivity-type test for time series nonlinearity
• Nonlinearity tests for time series
• The Bias of Autoregressive Coefficient Estimators
• TESTING FOR GAUSSIANITY AND LINEARITY OF A STATIONARY TIME SERIES
• A Kolmogorov-Smirnov Type Statistic with Application to Test for Nonlinearity in Time Series
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