Locally asymptotically optimal tests for AR(p) against diagonal bilinear dependence
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Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence
Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence
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Cites work
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- A Kolmogorov-Smirnov Type Statistic with Application to Test for Nonlinearity in Time Series
- A TEST FOR LINEARITY OF STATIONARY TIME SERIES
- A Tukey nonadditivity-type test for time series nonlinearity
- A nonparametric test of serial independence based on the empirical distribution function
- A portmanteau test for self-exciting threshold autoregressive-type nonlinearity in time series
- An introduction to bispectral analysis and bilinear time series models
- Asymptotic methods in statistical decision theory
- Bilinear Markovian representation and bilinear models
- Current developments in time series modelling
- DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS
- DIFFERENT REPRESENTATIONS FOR BILINEAR MODELS
- Nonparametric statistics for testing of linearity and serial independence
- Nonparametric tests of linearity for time series
- On adaptive estimation in stationary ARMA processes
- On the first-order bilinear time series model
- On the invertibility of time series models
- Power of the Lagrange multiplier test for certain subdiagonal bilinear models
- Rank-based tests for autoregressive against bilinear serial dependence
- TESTING FOR GAUSSIANITY AND LINEARITY OF A STATIONARY TIME SERIES
- The mixing property of bilinear and generalised random coefficient autoregressive models
Cited in
(15)- Optimal Detection of Exponential Component in Autoregressive Models
- Local asymptotic normality for regression models with long-memory disturbance
- Efficient detection of random coefficients in autoregressive models
- A Cramér-von Mises test for a class of mean time dependent CHARN models with application to change-point detection
- Optimal rank-based detection of exponential component in autoregressive models
- Checking nonlinear heteroscedastic time series models
- Efficient estimation in semiparametric self-exciting threshold INAR processes
- Aligned signed-rank tests of a linear autoregressive model against an exponential autoregressive one
- Optimal test forPAR(1) dependence againstPSETAR(2,1,1) models with specified threshold
- Adaptive Test for Periodicity in Autoregressive Conditional Heteroskedastic Processes
- Efficient estimation in periodic INAR(1) model: parametric case
- R-estimation in semiparametric dynamic location-scale models
- Adaptive test for periodicity in self-exciting threshold autoregressive models
- Optimal detection of bilinear dependence in short panels of regression data
- Adaptive estimation of periodic first-order threshold autoregressive model
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