A Tukey nonadditivity-type test for time series nonlinearity (Q3675372)
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scientific article; zbMATH DE number 3896144
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A Tukey nonadditivity-type test for time series nonlinearity |
scientific article; zbMATH DE number 3896144 |
Statements
A Tukey nonadditivity-type test for time series nonlinearity (English)
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1985
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Tukey's nonadditivity test
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nonlinear strictly stationary process
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test for linearity versus a second-order Volterra expansion
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0.8728562593460083
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0.8122342228889465
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0.81007319688797
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