Rank-based tests for autoregressive against bilinear serial dependence (Q4345898): Difference between revisions

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Latest revision as of 16:44, 27 May 2024

scientific article; zbMATH DE number 1040310
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English
Rank-based tests for autoregressive against bilinear serial dependence
scientific article; zbMATH DE number 1040310

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    Rank-based tests for autoregressive against bilinear serial dependence (English)
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    29 March 1998
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    time series
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    bilinear model
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    bispectrum
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    test of linearity
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    rank test
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    aligned ranks
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