Miscellanea. A note on tests for nonlinearity in a vector time series (Q4935372)
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scientific article; zbMATH DE number 1395852
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| English | Miscellanea. A note on tests for nonlinearity in a vector time series |
scientific article; zbMATH DE number 1395852 |
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Miscellanea. A note on tests for nonlinearity in a vector time series (English)
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13 June 2000
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likelihood ratio
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multivariate time series
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nonlinear time series
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0.8109979033470154
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0.8025936484336853
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