Nonlinearity tests for time series (Q3740083)
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scientific article; zbMATH DE number 3974126
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Nonlinearity tests for time series |
scientific article; zbMATH DE number 3974126 |
Statements
Nonlinearity tests for time series (English)
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1986
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concurrent nonlinearity
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nonlinear time series
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Tukey's nonadditivity test
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Volterra expansion
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numerical comparisons
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autoregressive-moving average models
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nonlinearity tests
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stationary time series
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Simulation results
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0.8728562593460083
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0.8437638878822327
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0.8278369903564453
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0.8260242938995361
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0.8248198628425598
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