Nonlinearity tests for time series
作者： RUEY S. TSAY
关键词: Stationary process 、 Statistical hypothesis testing 、 Mathematics 、 Non linear model 、 Applied mathematics 、 Test (assessment) 、 Calculus 、 Nonlinear system 、 Series (mathematics)
摘要: SUMMARY This paper considers two nonlinearity tests for stationary time series. The idea of Tukey's one degree freedom nonadditivity test is generalized to the series setting. case concurrent discussed in detail. Simulation results show that proposed are more powerful than Keenan (1985).
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sci-hub.se 参考文章(10)
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