A Test of Linearity for Functional Autoregressive Models

DOI10.1111/1467-9892.00071MaRDI QIDQ4379712zbMATH OpenOpenAlexFDO

Authors Jean-Michel Poggi, Bruno Portier

Publication date 10 May 1999

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9892.00071

zbMATH Keywords

kernel estimatesleast squares estimatestest for linearitytime series

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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• Testing the stability of the functional autoregressive process
• Testing linearity for NARX models
• Linearity testing using local polynomial approximation
• Estimation and test of linearity for a class of additive nonlinear models
• A consistent nonparametric test for linearity of \(\text{AR} (p)\) models
• A mixed-type test for linearity in time series
• A K-S type test of linearity for a class of time series models
• Hypothesis testing in generalized linear models with functional coefficient autoregressive pro\-cesses
• Model checks for functional linear regression models based on projected empirical processes
• Model checks of higher order time series
• Determining the order of the functional autoregressive model
• SUP-TESTS FOR LINEARITY IN A GENERAL NONLINEAR AR(1) MODEL
• A diagnostic statistic for functional-coefficient autoregressive models
• ON THE KOLMOGOROV-SMIRNOV TYPE TEST FOR TESTING NONLINEARITY IN TIME SERIES
• Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks
• scientific article; zbMATH DE number 837116 (Why is no real title available?)
• A test of linearity against functional coefficient autoregressive models
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• FORECASTING TIME SERIES USING WAVELETS
• Asymptotic local test for linearity in adaptive control
• Revisiting the estimation of the error density in functional autoregressive models
• Functional coefficient autoregressive models for vector time series
• Linearity testing for fuzzy rule-based models

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