Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence (Q1299532): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+A Kolmogorov-Smirnov Type Statistic with Application to Test for Nonlinearity in Time Series
+Normal rank
@@ Property / cites work @@
+Q4869741
@@ Property / cites work: Q4869741 / rank @@
+Normal rank
@@ Property / cites work @@
+Rank-based tests for autoregressive against bilinear serial dependence
+Normal rank
@@ Property / cites work @@
+Q3827448
@@ Property / cites work: Q3827448 / rank @@
+Normal rank
@@ Property / cites work @@
+On the invertibility of time series models
@@ Property / cites work: On the invertibility of time series models / rank @@
+Normal rank
@@ Property / cites work @@
+DIFFERENT REPRESENTATIONS FOR BILINEAR MODELS
@@ Property / cites work: DIFFERENT REPRESENTATIONS FOR BILINEAR MODELS / rank @@
+Normal rank
@@ Property / cites work @@
+Power of the Lagrange multiplier test for certain subdiagonal bilinear models
+Normal rank
@@ Property / cites work @@
+Q4725570
@@ Property / cites work: Q4725570 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4839957
@@ Property / cites work: Q4839957 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5543905
@@ Property / cites work: Q5543905 / rank @@
+Normal rank
@@ Property / cites work @@
+TESTING FOR GAUSSIANITY AND LINEARITY OF A STATIONARY TIME SERIES
+Normal rank
@@ Property / cites work @@
+Nonparametric tests of linearity for time series
@@ Property / cites work: Nonparametric tests of linearity for time series / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric statistics for testing of linearity and serial independence
+Normal rank
@@ Property / cites work @@
+A Tukey nonadditivity-type test for time series nonlinearity
+Normal rank
@@ Property / cites work @@
+On adaptive estimation in stationary ARMA processes
+Normal rank
@@ Property / cites work @@
+Asymptotic methods in statistical decision theory
@@ Property / cites work: Asymptotic methods in statistical decision theory / rank @@
+Normal rank
@@ Property / cites work @@
+DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS
+Normal rank
@@ Property / cites work @@
+A portmanteau test for self-exciting threshold autoregressive-type nonlinearity in time series
+Normal rank
@@ Property / cites work @@
+Bilinear Markovian representation and bilinear models
+Normal rank
@@ Property / cites work @@
+The mixing property of bilinear and generalised random coefficient autoregressive models
+Normal rank
@@ Property / cites work @@
+On the first-order bilinear time series model
@@ Property / cites work: On the first-order bilinear time series model / rank @@
+Normal rank
@@ Property / cites work @@
+Current developments in time series modelling
@@ Property / cites work: Current developments in time series modelling / rank @@
+Normal rank
@@ Property / cites work @@
+Q3795105
@@ Property / cites work: Q3795105 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4839943
@@ Property / cites work: Q4839943 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4356554
@@ Property / cites work: Q4356554 / rank @@
+Normal rank
@@ Property / cites work @@
+A nonparametric test of serial independence based on the empirical distribution function
+Normal rank
@@ Property / cites work @@
+Q4839978
@@ Property / cites work: Q4839978 / rank @@
+Normal rank
@@ Property / cites work @@
+A TEST FOR LINEARITY OF STATIONARY TIME SERIES
@@ Property / cites work: A TEST FOR LINEARITY OF STATIONARY TIME SERIES / rank @@
+Normal rank
@@ Property / cites work @@
+An introduction to bispectral analysis and bilinear time series models
+Normal rank
@@ Property / cites work @@
+Q3999154
@@ Property / cites work: Q3999154 / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0378-3758(97)00135-3
+Normal rank
@@ Property / OpenAlex ID @@
+W1975259287
@@ Property / OpenAlex ID: W1975259287 / rank @@
+Normal rank