Testing Time Series Linearity-Reference-Cited by-同舟云学术

Testing Time Series Linearity

Published:2012 Issue: Volume: Page:27-42
ISSN:0169-7161
Container-title:Time Series Analysis: Methods and Applications
language:
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Author:

Berg Arthur,McMurry Timothy,Politis Dimitris N.

Publisher

Elsevier

Reference70 articles.

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4. Ashley, R.A., Patterson, D.M., 2009. A Test of the GARCH(1,1) Specification For Daily Stock Returns. Working paper presented at the 17th Society for Nonlinear Dynamics and Econometrics on April 16, 2009.

5. A diagnostic test for nonlinear serial dependence in time series fitting errors;Ashley;J. Time Ser. Anal.,1986

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