A Tukey nonadditivity-type test for time series nonlinearity
From MaRDI portal
Publication:3675372
DOI10.1093/BIOMET/72.1.39zbMath0562.62077OpenAlexW1981647809MaRDI QIDQ3675372
Publication date: 1985
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/72.1.39
nonlinear strictly stationary processtest for linearity versus a second-order Volterra expansionTukey's nonadditivity test
Related Items (49)
Asymptotic distributions of the correlation integral based statistics ⋮ Integer-valued bilinear time series model with signed generalized power series thinning operator ⋮ A Sequential and Iterative Testing Procedure to Identify the Nature of a Time Series Generating Process ⋮ On the robustness of nonlinearity tests to moment condition failure ⋮ A new nonlinearity test to circumvent the limitation of Volterra expansion with application ⋮ Detecting exponential component in autoregressive models: comparative study between several tests of nonlinearity ⋮ Fitting of self-exciting threshold autoregressive moving average nonlinear time-series model through genetic algorithm and development of out-of-sample forecasts ⋮ Power of the Lagrange multiplier test for certain subdiagonal bilinear models ⋮ Spurious regression ⋮ Integer-valued bilinear model with dependent counting series ⋮ What does Google say about credit developments in Brazil? ⋮ Aligned signed-rank tests of a linear autoregressive model against an exponential autoregressive one ⋮ A note on spurious nonlinear regression ⋮ P-star model for India: a nonlinear approach ⋮ Exchange rates in India: current account monetarism in a nonlinear context ⋮ Nonlinearity testing and modeling for threshold moving average models ⋮ An insight into technology diffusion of tractor through Weibull growth model ⋮ Testing time reversibility without moment restrictions ⋮ Nonlinearity tests for bilinear systems ⋮ Optimal rank-based tests against first-order superdiagonal bilinear dependence ⋮ New Weighted Portmanteau Statistics for Time Series Goodness of Fit Testing ⋮ Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests ⋮ A test of linearity against functional coefficient autoregressive models ⋮ The log of the determinant of the autocorrelation matrix for testing goodness of fit in time series ⋮ Nonlinearity tests in time series analysis ⋮ NONLINEARITY IN THE CANADIAN AND U.S. LABOR MARKETS: UNIVARIATE AND MULTIVARIATE EVIDENCE FROM A BATTERY OF TESTS ⋮ Nonlinear time series contiguous to \(AR(1)\) processes and a related efficient test for linearity ⋮ A bootstrap test for time series linearity ⋮ Percentage points and power of a Kolmogorov-Smirnov type test for linearity in autoregressive time series ⋮ Testing for nonlinearity in time series: the method of surrogate data ⋮ Multi-regime models for nonlinear nonstationary time series ⋮ Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model ⋮ A low-dimension portmanteau test for non-linearity ⋮ Unnamed Item ⋮ Detecting business cycle asymmetries using artificial neural networks and time series models ⋮ Identification of Threshold Autoregressive Moving Average Models ⋮ Dynamical systems identification from time-series data: A Hankel matrix approach ⋮ A Multivariate Threshold Varying Conditional Correlations Model ⋮ On nonlinear models for time series ⋮ Bispectral-Based Goodness-of-Fit Tests of Gaussianity and Linearity of Stationary Time Series ⋮ NONLINEARITY, CYCLICITY, AND PERSISTENCE IN CONSUMPTION AND INCOME RELATIONSHIPS: RESEARCH IN HONOR OF MELVIN J. HINICH ⋮ A mixed-type test for linearity in time series ⋮ Testing time series linearity via goodness-of-fit methods ⋮ A nonparametric goodness-of-fit test for a class of parametric autoregressive models ⋮ Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence ⋮ The effects of temporal aggregation on tests of linearity of a time series. ⋮ An integer-valued bilinear time series model via two random operators ⋮ Characteristics of hand tremor time series ⋮ Testing for neglected nonlinearity in regression models based on the theory of random fields
This page was built for publication: A Tukey nonadditivity-type test for time series nonlinearity