Nonparametric tests of linearity for time series
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(62)- On nonparametric and semiparametric testing for multivariate linear time series
- Testing the adequacy of smooth transition autoregressive models
- Testing linearity for NARX models
- Testing time series linearity via goodness-of-fit methods
- A nonparametric goodness-of-fit test for a class of parametric autoregressive models
- Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence
- Linearity testing using local polynomial approximation
- Towards a nonparametric test of linearity for times series
- Semiparametric approximation methods in multivariate model selection
- A consistent nonparametric test for linearity of \(\text{AR} (p)\) models
- Nonparametric comparison of regression curves: An empirical process approach
- A mixed-type test for linearity in time series
- A note on variable selection in nonparametric regression with dependent data
- Nonparametric model checks for time series
- Nonparametric analysis of covariance.
- Model specification tests in nonparametric stochastic regression models
- Specification test for panel data models with interactive fixed effects
- Model checks of higher order time series
- Detecting and modeling nonlinearity in the gas furnace data
- Testing and imposing Slutsky symmetry in nonparametric demand systems
- Nonparametric bootstrap tests for neglected nonlinearity in time series regression models∗
- An adaptive empirical likelihood test for parametric time series regression models
- Modeling diurnal variation of marine populations
- Detecting Nonlinearity in Time Series: Surrogate and Bootstrap Approaches
- Non-linearity tests based on order statistics and quantile regressions
- Non-parametric regression tests using dimension reduction techniques
- A powerful test for linearity when the order of integration is unknown
- Testing for time series linearity
- Nonlinearity tests in time series analysis
- An updated review of goodness-of-fit tests for regression models
- A Tukey nonadditivity-type test for time series nonlinearity
- Nonlinearity tests for time series
- A diagnostic statistic for functional-coefficient autoregressive models
- Central limit theorem for degenerateU-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing
- scientific article; zbMATH DE number 646819 (Why is no real title available?)
- scientific article; zbMATH DE number 718746 (Why is no real title available?)
- Measures of Dependence and Tests of Independence
- Nonparametric statistics for testing of linearity and serial independence
- A Review of Nonparametric Time Series Analysis
- A NONPARAMETRIC TEST FOR NONLINEARITY BY THE WEIGHTED LEAST SQUARES METHOD
- On time-irreversibility and other non-linear features in time series
- ON THE KOLMOGOROV-SMIRNOV TYPE TEST FOR TESTING NONLINEARITY IN TIME SERIES
- Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks
- A simple bootstrap test for time series regression models
- A TEST FOR NON-LINEARITY OF PREDICTION IN TIME SERIES
- A test of linearity against functional coefficient autoregressive models
- Nonparametric testing for correlation models with dependent data
- A nonparametric test of significant variables in gradients
- Simultaneous specification testing of mean and variance structures in nonlinear time series regression
- scientific article; zbMATH DE number 5224898 (Why is no real title available?)
- Linear type Lagrangian multiplier investigation with Taylor expansions in connection with nonlinear time series analysis
- Checking nonlinear heteroscedastic time series models
- Portmanteau tests for linearity of stationary time series
- A generalization of some classical time series tools
- Testing additivity in generalized nonparametric regression models with estimated parameters
- Nonparametric factor analysis of residual time series
- Aligned signed-rank tests of a linear autoregressive model against an exponential autoregressive one
- A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression
- Using local linear kernel smoothers to test the lack of fit of nonlinear regression models
- A low-dimension portmanteau test for non-linearity
- Testing nonstationary time series for Gaussianity and linearity using the evolutionary bispectrum: an application to internet traffic data
- A bootstrap test for time series linearity
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