-
2
-
-
84984507941
-
On test for nonlinearity in time series analysis
-
Chan, W.S. and H. Tong (1986), On test for nonlinearity in time series analysis, J. Forecasting 5, 217-228.
-
(1986)
J. Forecasting
, vol.5
, pp. 217-228
-
-
Chan, W.S.1
Tong, H.2
-
4
-
-
0011555608
-
Detecting nonlinearity
-
Guégan, D. (1990), Detecting nonlinearity, Statist. Anal. Données 15, 1-17.
-
(1990)
Statist. Anal. Données
, vol.15
, pp. 1-17
-
-
Guégan, D.1
-
5
-
-
0000728043
-
Power of the score test against bilinear time series models
-
Guégan, D. and T.D. Pham (1992), Power of the score test against bilinear time series models, Statist. Sinica 2, 157-169.
-
(1992)
Statist. Sinica
, vol.2
, pp. 157-169
-
-
Guégan, D.1
Pham, T.D.2
-
7
-
-
84986811814
-
Testing for non Gaussianity and nonlinearity of a time series
-
Hinnich, M.J. (1982), Testing for non Gaussianity and nonlinearity of a time series, J. Time Series Anal. 3, 169-176.
-
(1982)
J. Time Series Anal.
, vol.3
, pp. 169-176
-
-
Hinnich, M.J.1
-
8
-
-
0002939889
-
A tukey non-additivity type test for nonlinear time series
-
Keenan, D.M. (1985), A Tukey non-additivity type test for nonlinear time series, Biometrika 72, 39-44.
-
(1985)
Biometrika
, vol.72
, pp. 39-44
-
-
Keenan, D.M.1
-
9
-
-
0011685838
-
Discriminating nonlinear time series models using a Bootstrapped Cox test
-
Edinburg
-
Li, W.K. (1989), Discriminating nonlinear time series models using a Bootstrapped Cox test, Workshop on Nonlinear Time Series Analysis, Edinburg.
-
(1989)
Workshop on Nonlinear Time Series Analysis
-
-
Li, W.K.1
-
10
-
-
84986777926
-
Diagnostic checking ARMA time series square residual correlations
-
McLeod, A.J. and W.K. Li (1983), Diagnostic checking ARMA time series square residual correlations, J. Time Series Anal. 4, 269-273.
-
(1983)
J. Time Series Anal.
, vol.4
, pp. 269-273
-
-
McLeod, A.J.1
Li, W.K.2
-
12
-
-
0001146404
-
A portmanteau test for self-existing threshold autoregressive-type nonlinearity in time series
-
Petrucelli, J.D. and N. Davies (1986), A Portmanteau test for self-existing threshold autoregressive-type nonlinearity in time series, Biometrika 73, 687-694.
-
(1986)
Biometrika
, vol.73
, pp. 687-694
-
-
Petrucelli, J.D.1
Davies, N.2
-
13
-
-
0001318699
-
Bilinear Markovian representation and bilinear models
-
Pham, T.D. (1985), Bilinear Markovian representation and bilinear models, Stochastic Process Appl. 20, 295-306.
-
(1985)
Stochastic Process Appl.
, vol.20
, pp. 295-306
-
-
Pham, T.D.1
-
14
-
-
0019613041
-
On the first order bilinear time series models
-
Pham, T.D. and L.T. Tran (1981), On the first order bilinear time series models, J. Appl. Probab. 18, 617-627.
-
(1981)
J. Appl. Probab.
, vol.18
, pp. 617-627
-
-
Pham, T.D.1
Tran, L.T.2
-
16
-
-
0002484463
-
Lagrange multiplier tests for testing non linearities in time series models
-
Saikkonen, P. and R. Luukkonen (1988), Lagrange multiplier tests for testing non linearities in time series models, Scand. J. Statist. 15, 55-68.
-
(1988)
Scand. J. Statist.
, vol.15
, pp. 55-68
-
-
Saikkonen, P.1
Luukkonen, R.2
-
17
-
-
84986811816
-
A test for linearity of stationary time series
-
Subba Rao, T. and M.M. Gabr (1980), A test for linearity of stationary time series, J. Time Series Anal. 1, 145-157.
-
(1980)
J. Time Series Anal.
, vol.1
, pp. 145-157
-
-
Subba Rao, T.1
Gabr, M.M.2
-
19
-
-
0001146403
-
Nonlinearity tests for time series
-
Tsay, R. (1986), Nonlinearity tests for time series, Biometrika 73, 461-466.
-
(1986)
Biometrika
, vol.73
, pp. 461-466
-
-
Tsay, R.1
|