Testing for nonlinearity with partially observed time series

Biometrika

Volumn 87, Issue 4, 2000, Pages 805-821

  Henghsiu, H Tsai ^a   Chan, K S ^b  

^a TUNGHAI UNIVERSITY   (Taiwan)

^b UNIVERSITY OF IOWA   (United States)

Author keywords

Euler scheme; Irregularity sample data; Kalman filter; Lagrange multiplier test; Stochastic differential equation

Indexed keywords

EID: 24944431600     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/87.4.805     Document Type: Article

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