A note on testing for nonlinearity with partially observed time series (Q4547591)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A note on testing for nonlinearity with partially observed time series |
scientific article; zbMATH DE number 1786269
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A note on testing for nonlinearity with partially observed time series |
scientific article; zbMATH DE number 1786269 |
Statements
A note on testing for nonlinearity with partially observed time series (English)
0 references
21 August 2002
0 references
Euler scheme
0 references
Irregularly sampled data
0 references
Kalman filter
0 references
Lagrange multiplier test
0 references
Stochastic differential equation
0 references
0.9299424886703492
0 references
0.8076035380363464
0 references
