A bootstrap test for time series linearity
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Publication:993830
DOI10.1016/j.jspi.2010.04.047zbMath1327.62460OpenAlexW2118753679MaRDI QIDQ993830
Efstathios Paparoditis, Arthur Berg, Dimitris N. Politis
Publication date: 20 September 2010
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2010.04.047
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)
Related Items (12)
Testing for Stationarity in Multivariate Locally Stationary Processes ⋮ Discriminating between long-range dependence and non-stationarity ⋮ Normality tests for dependent data: large-sample and bootstrap approaches ⋮ Aligned signed-rank tests of a linear autoregressive model against an exponential autoregressive one ⋮ A test for stationarity based on empirical processes ⋮ Estimation of the bispectrum for locally stationary processes ⋮ Bispectral-based methods for clustering time series ⋮ Bootstrap methods for dependent data: a review ⋮ Detection of EXPAR nonlinearity in the presence of a nuisance unidentified under the null hypothesis ⋮ Consistent autoregressive spectral estimates: Nonlinear time series and large autocovariance matrices ⋮ Portmanteau tests for linearity of stationary time series ⋮ Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis
Uses Software
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