A new nonlinearity test to circumvent the limitation of Volterra expansion with application (Q2398407): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claims
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / author
 
Property / author: Yong-Chang Hui / rank
 
Normal rank
Property / author
 
Property / author: Zhi-Dong Bai / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W239619629 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4862306 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A test for independence based on the correlation dimension / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3486695 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Functional-Coefficient Autoregressive Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3922034 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinear time series. Nonparametric and parametric methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the invertibility of time series models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model / rank
 
Normal rank
Property / cites work
 
Property / cites work: A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis / rank
 
Normal rank
Property / cites work
 
Property / cites work: On weighted \(U\)-statistics for stationary processes. / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Tukey nonadditivity-type test for time series nonlinearity / rank
 
Normal rank
Property / cites work
 
Property / cites work: ``Student'' and small-sample theory. / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the asymptotic standard errors of residual autocorrelations in nonlinear time series modelling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing a linear time series model against its threshold extension / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a measure of lack of fit in time series models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5827892 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A portmanteau test for self-exciting threshold autoregressive-type nonlinearity in time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: STATE-DEPENDENT MODELS: A GENERAL APPROACH TO NON-LINEAR TIME SERIES ANALYSIS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximation Theorems of Mathematical Statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic spectral theory for nonlinear time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4307738 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Threshold models in non-linear time series analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3999154 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3928091 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinearity tests for time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3583112 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5732117 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On linear processes with dependent innovations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric model validations for hidden Markov models with applications in financial econometrics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Measuring nonlinear dependence in time-series, a distance correlation approach / rank
 
Normal rank

Latest revision as of 07:09, 14 July 2024

scientific article
Language Label Description Also known as
English
A new nonlinearity test to circumvent the limitation of Volterra expansion with application
scientific article

    Statements

    A new nonlinearity test to circumvent the limitation of Volterra expansion with application (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    16 August 2017
    0 references
    0 references
    0 references
    0 references
    0 references
    nonlinearity
    0 references
    dependence
    0 references
    nonlinear test
    0 references
    dependent test
    0 references
    Volterra expansion
    0 references
    sunspots
    0 references
    time series
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references