Bispectral-Based Goodness-of-Fit Tests of Gaussianity and Linearity of Stationary Time Series (Q5495065): Difference between revisions

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+A DIAGNOSTIC TEST FOR NONLINEAR SERIAL DEPENDENCE IN TIME SERIES FITTING ERRORS
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+A single-blind controlled competition among tests for nonlinearity and chaos
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+Bispectral-Based Tests for the Detection of Gaussianity and Linearity in Time Series
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+A note on certain integral equations associated with nonlinear time series analysis
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+Testing time series linearity via goodness-of-fit methods
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+Saddlepoint approximations for the difference of order statistics
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+TESTING FOR GAUSSIANITY AND LINEARITY OF A STATIONARY TIME SERIES
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+Normalizing bispectra
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+A Tukey nonadditivity-type test for time series nonlinearity
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+A portmanteau test for self-exciting threshold autoregressive-type nonlinearity in time series
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+Q3323077
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+Estimation of the Bispectrum
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+A TEST FOR LINEARITY OF STATIONARY TIME SERIES
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+Q3999154
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+Nonlinearity tests for time series
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+Testing and Modeling Threshold Autoregressive Processes
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+Asymptotic Normality of Bispectral Estimates
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