On tests for non-linearity in time series analysis-Reference-Cited by-同舟云学术

On tests for non-linearity in time series analysis

Published:1986-10 Issue:4 Volume:5 Page:217-228
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:J. Forecast.

Author:

Chan W. S.,Tong H.

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modeling and Simulation

Reference22 articles.

1. An Introduction to Polyspectra

2. and , ‘A survey on the statistical analysis of a univariate threshold autoregressive model’, in and (eds), Proc. of Workshop in Time Series and Its Applications, held in Singapore 24–26 October 1984, JAI Press Inc., U.S.A., 1986.

3. and , ‘Experience with detecting non-linearity in time series: identification and diagnostic checking’, Research Report MSOR/8/85, Dept. of Maths., Trent Polytechnic, U.K., 1985.

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