Pages that link to "Item:Q3965453"
From MaRDI portal
The following pages link to A TEST FOR LINEARITY OF STATIONARY TIME SERIES (Q3965453):
Displayed 45 items.
- Sieve bootstrap for smoothing in nonstationary time series (Q90970) (← links)
- Diagnosis of poor control-loop performance using higher-order statistics (Q705472) (← links)
- Higher-order accurate polyspectral estimation with flat-top lag-windows (Q730764) (← links)
- Multivariate lag-windows and group representations (Q957327) (← links)
- Identification of the coefficients in a non-linear time series of the quadratic type (Q1069633) (← links)
- Deterministic chaos and fractal attractors as tools for nonparametric dynamical econometric inference: With an application to the Divisia monetary aggregates (Q1110432) (← links)
- Power of the Lagrange multiplier test for certain subdiagonal bilinear models (Q1126139) (← links)
- Analyzing the dynamics of hand tremor time series (Q1192033) (← links)
- Empirical chaotic dynamics in economics (Q1195055) (← links)
- Nonlinearity tests for bilinear systems (Q1196872) (← links)
- Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests (Q1209888) (← links)
- A single-blind controlled competition among tests for nonlinearity and chaos (Q1265796) (← links)
- Testing linearity for NARX models (Q1287103) (← links)
- Testing time series linearity via goodness-of-fit methods (Q1298973) (← links)
- A nonparametric goodness-of-fit test for a class of parametric autoregressive models (Q1299430) (← links)
- Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence (Q1299532) (← links)
- Towards a nonparametric test of linearity for times series (Q1299551) (← links)
- Tests for Gaussianity and linearity of multivariate stationary time series (Q1299553) (← links)
- Characteristics of hand tremor time series (Q1310582) (← links)
- Limitations on the use of discrete linear models of continuous random processes (Q1331050) (← links)
- Signal detection using third-order moments (Q1331060) (← links)
- On the robustness of nonlinearity tests to moment condition failure (Q1362039) (← links)
- On complex behavior and exchange rate dynamics (Q1433613) (← links)
- A mixed-type test for linearity in time series (Q1580009) (← links)
- The effects of temporal aggregation on tests of linearity of a time series. (Q1589462) (← links)
- Bispectral analysis of traffic in high-speed networks (Q1609088) (← links)
- Asymptotic bias and variance of conventional bispectrum estimates for 2-D signals (Q1774500) (← links)
- On residual empirical processes of stochastic regression models with applications to time series (Q1807171) (← links)
- Dynamical systems identification from time-series data: A Hankel matrix approach (Q1816618) (← links)
- The estimation of the bispectral density function and the detection of periodicities in a signal (Q1825573) (← links)
- A new GUI interpretation tool for the nonlinear frequency response function (Q1867786) (← links)
- Spectral and wavelet methods for the analysis of nonlinear and nonstationary time series (Q1925083) (← links)
- On the identification of bilinear systems from operating records† (Q3328422) (← links)
- Nonlinearity tests in time series analysis (Q3598310) (← links)
- A New Bispectral Test for NonLinear Serial Dependence (Q3615089) (← links)
- A DIAGNOSTIC TEST FOR NONLINEAR SERIAL DEPENDENCE IN TIME SERIES FITTING ERRORS (Q3729868) (← links)
- A NOTE ON THE DISTRIBUTIONS OF NON-LINEAR AUTOREGRESSIVE STOCHASTIC MODELS (Q3946960) (← links)
- On nonlinear models for time series (Q4203659) (← links)
- Tests for multinormality with applications to time series (Q4240711) (← links)
- Asymptotic distributions of the correlation integral based statistics (Q4248691) (← links)
- A test for independence based on the correlation dimension (Q4355133) (← links)
- Robust estimation of bilinear time series models (Q4383745) (← links)
- ON THE KOLMOGOROV-SMIRNOV TYPE TEST FOR TESTING NONLINEARITY IN TIME SERIES (Q4540722) (← links)
- Propriétés dans L<sup>2</sup>et estimation des processus purement bilinéaires et strictement superdiagonaux à coefficients périodiques (Q5476455) (← links)
- Nonlinear system identification and fault diagnosis using a new GUI interpretation tool (Q5960772) (← links)