A mixed-type test for linearity in time series

DOI10.1016/S0378-3758(00)00087-2zbMath0951.62073MaRDI QIDQ1580009

Li Xing Zhu, Hong-Zhi An, Run-Ze Li

Publication date: 27 December 2000

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

zbMATH Keywords

nonlinearity; test for linearity; stationary AR(p) series

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62H15: Hypothesis testing in multivariate analysis

62E10: Characterization and structure theory of statistical distributions

Cites Work

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