A Kolmogorov-Smirnov Type Statistic with Application to Test for Nonlinearity in Time Series (Q3990525)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Kolmogorov-Smirnov Type Statistic with Application to Test for Nonlinearity in Time Series |
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A Kolmogorov-Smirnov Type Statistic with Application to Test for Nonlinearity in Time Series (English)
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28 June 1992
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Brownian motion
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stochastic weighting empirical processes
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strong mixing sequence
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time series
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stationary ergodic sequence
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conditional expectation
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stationary martingale difference
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testing nonlinearity
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Kolmogorov-Smirnov type statistic
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autoregressive model
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simulation studies
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