A TEST FOR LINEARITY OF STATIONARY TIME SERIES
作者： T. Subba Rao , M. M. Gabr
DOI: 10.1111/J.1467-9892.1980.TB00308.X
关键词:
摘要: . A standard assumption that is often made in time series analysis the conforms to a linear model. The object of this paper describe statistical tests for testing assumption. are constructed from bispectral density function, and depend on application Hotelling T2. These illustrated with two real four simulated series. Some guidelines about choice parameters also included.
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