Miscellanea. A note on tests for nonlinearity in a vector time series
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Publication:4935372
DOI10.1093/biomet/86.3.728zbMath0938.62093MaRDI QIDQ4935372
Jane L. Harvill, Bonnie K. Ray
Publication date: 13 June 2000
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/86.3.728
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62H15: Hypothesis testing in multivariate analysis
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