On testing for nonlinearity in multivariate time series (Q2343308)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On testing for nonlinearity in multivariate time series |
scientific article |
Statements
On testing for nonlinearity in multivariate time series (English)
0 references
5 May 2015
0 references
multivariate time series
0 references
nonlinearity tests
0 references
principal components
0 references