The effects of temporal aggregation on tests of linearity of a time series

Computational Statistics and Data Analysis

Volumn 34, Issue 1, 2000, Pages 91-103

  Teles, Paulo ^a   Wei, William W S ^b  

^a UNIVERSITY OF PORTO   (Portugal)

^b TEMPLE UNIVERSITY   (United States)

Author keywords

Arranged autoregression; Bispectral test; Noncentrality parameter; Nonlinear time series; Power loss; Time series aggregates; Volterra expansion

Indexed keywords

DATA REDUCTION; FREQUENCY DOMAIN ANALYSIS; REGRESSION ANALYSIS; TIME DOMAIN ANALYSIS;

ARRANGED AUTOREGRESSIONS; NONLINEAR TIME SERIES; TIME SERIES AGGREGATES; VOLTERRA EXPANSIONS;

TIME SERIES ANALYSIS;

AGGREGATION; SEISMOLOGY; STATISTICAL ANALYSIS; TIME SERIES;

EID: 0034234173     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(99)00072-9     Document Type: Article

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