A mixed-type test for linearity in time series
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Reference23 articles.
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1. Elements of Nonlinear Time Series Analysis and Forecasting;Springer Series in Statistics;2017
2. Testing Time Series Linearity;Time Series Analysis: Methods and Applications;2012
3. A bootstrap test for time series linearity;Journal of Statistical Planning and Inference;2010-12
4. QML Estimators in Linear Regression Models with Functional Coefficient Autoregressive Processes;Mathematical Problems in Engineering;2010
5. Testing Normality for Linear AR(p) Models;Communications in Statistics - Theory and Methods;2005-01-02
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