A note on tests for nonlinearity in a vector time series

Biometrika

Volumn 86, Issue 3, 1999, Pages 728-734

  Harvill, Jane L ^a   Ray, Bonnie K ^b  

^a MISSISSIPPI STATE UNIVERSITY   (United States)

^b NEW JERSEY INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Likelihood ratio; Multivariate time series; Nonlinear time series

Indexed keywords

EID: 0013450593     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/86.3.728     Document Type: Article

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