A TEST FOR LINEARITY OF STATIONARY TIME SERIES
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Publication:3965453
DOI10.1111/j.1467-9892.1980.tb00308.xzbMath0499.62078OpenAlexW2056929675MaRDI QIDQ3965453
Publication date: 1980
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1980.tb00308.x
nonlinearsunspot numbersCanadian lynx databispectral density functionHotelling T squaretest for linearity of stationary time series
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
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