Towards a nonparametric test of linearity for times series

DOI10.1016/S0378-3758(97)00148-1zbMath0942.62054OpenAlexW1966100004MaRDI QIDQ1299551

Ricardo Rios

Publication date: 24 August 2000

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(97)00148-1

zbMATH Keywords

central limit theorems

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

Cites Work

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