Pages that link to "Item:Q3795110"

The following pages link to Bispectral-Based Tests for the Detection of Gaussianity and Linearity in Time Series (Q3795110):

Displaying 18 items.

• A general Isserlis theorem for mixed-Gaussian random variables (Q553049) (← links)
• Checking nonlinear heteroscedastic time series models (Q556432) (← links)
• A bootstrap test for time series linearity (Q993830) (← links)
• Empirical chaotic dynamics in economics (Q1195055) (← links)
• Group action on a lattice and an application to time series analysis (Q1209651) (← links)
• Testing linearity for NARX models (Q1287103) (← links)
• The effects of temporal aggregation on tests of linearity of a time series. (Q1589462) (← links)
• Statistical tests of stochastic process models used in the financial theory of insurance companies (Q1921987) (← links)
• Martingales, nonlinearity, and chaos (Q1978586) (← links)
• Signal recovery from a few linear measurements of its high-order spectra (Q2667053) (← links)
• Falsifying ARCH/GARCH Models Using Bispectral Based Tests (Q3622068) (← links)
• Rank-based tests for autoregressive against bilinear serial dependence (Q4345898) (← links)
• ON THE KOLMOGOROV-SMIRNOV TYPE TEST FOR TESTING NONLINEARITY IN TIME SERIES (Q4540722) (← links)
• The Use of Aggregate Time Series in Testing for Gaussianity (Q4544840) (← links)
• Bispectral-Based Goodness-of-Fit Tests of Gaussianity and Linearity of Stationary Time Series (Q5495065) (← links)
• Estimating the mean and its effects on Neyman smooth tests of normality for ARMA models (Q5507358) (← links)
• Nonlinear prediction via Hermite transformation (Q5880062) (← links)
• Quadratic prediction of time series via auto-cumulants (Q6123497) (← links)