Nonlinearity tests in time series analysis

DOI10.1007/BF02589021MaRDI QIDQ3598310zbMATH OpenOpenAlexFDO

Authors Marcella Corduas

Publication date 3 February 2009

Published in Journal of the Italian Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02589021

zbMATH Keywords

linearity testsnonlinear time series

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(11)

• Testing nonstationary and absolutely regular nonlinear time series models
• A new nonlinearity test to circumvent the limitation of Volterra expansion with application
• Power Properties of Nonlinearity Tests for Time Series with Markov Regimes
• Nonlinearity tests for time series
• scientific article; zbMATH DE number 646819 (Why is no real title available?)
• scientific article; zbMATH DE number 718746 (Why is no real title available?)
• A TEST FOR NON-LINEARITY OF PREDICTION IN TIME SERIES
• scientific article; zbMATH DE number 775747 (Why is no real title available?)
• A time-domain test for some types of nonlinearity
• Nonlinear time series contiguous to AR(1) processes and a related efficient test for linearity
• A bootstrap test for time series linearity

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