A TEST FOR LINEARITY OF STATIONARY TIME SERIES

Journal of Time Series Analysis

Volumn 1, Issue 2, 1980, Pages 145-158

  Rao, T Subba ^a   Gabr, M M ^a  

^a UNIVERSITY OF MANCHESTER   (United Kingdom)

Author keywords

Bispectrum; Canadian lynx data; Hotelling T2; non linear; stationary time series; sunspot numbers

Indexed keywords

EID: 84986811816     PISSN: 01439782     EISSN: 14679892     Source Type: Journal    
DOI: 10.1111/j.1467-9892.1980.tb00308.x     Document Type: Article

References (18)

1. An Introduction to Polyspectra
2. Asymptotic Theory of Estimates of kth Order Spectra
3. Computation and Interpretation of kth Order Spectra
4. A Survey of Statistical Work on the MacKenzie River Series of Annual Canadian Lynx Trappings for the Years 1871–1934 and a New Analysis
5. Zero Crossing, Peaks and Other Statistical Measures of Random Responses
6. 2 and R Tests
7. An Exploratory Study of the Bispectrum of Economic Time Series
8. Classical Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution
9. Empirical Evidence for Non‐Linearity and Directions for Future Work
10. Some Comments on the Canadian Lynx Data
11. Asymptotic Normality of Bispectral Estimates