A TEST FOR LINEARITY OF STATIONARY TIME SERIES
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Cites work
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Cited in
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- A DIAGNOSTIC TEST FOR NONLINEAR SERIAL DEPENDENCE IN TIME SERIES FITTING ERRORS
- A NOTE ON THE DISTRIBUTIONS OF NON-LINEAR AUTOREGRESSIVE STOCHASTIC MODELS
- On nonlinear models for time series
- Tests for multinormality with applications to time series
- Asymptotic distributions of the correlation integral based statistics
- A test for independence based on the correlation dimension
- Robust estimation of bilinear time series models
- ON THE KOLMOGOROV-SMIRNOV TYPE TEST FOR TESTING NONLINEARITY IN TIME SERIES
- Diagnostic checking for the adequacy of nonlinear time series models
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- Nonlinear system identification and fault diagnosis using a new GUI interpretation tool
- Aligned signed-rank tests of a linear autoregressive model against an exponential autoregressive one
- Directional predictability tests
- Diagnosis of poor control-loop performance using higher-order statistics
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- Sieve bootstrap for smoothing in nonstationary time series
- Multivariate lag-windows and group representations
- A bootstrap test for time series linearity
- Testing for nonlinearity in time series: the method of surrogate data
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