A new nonlinearity test to circumvent the limitation of Volterra expansion with application
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Publication:2398407
DOI10.1016/j.jkss.2016.11.006zbMath1390.62176OpenAlexW239619629MaRDI QIDQ2398407
Zhen-Zhen Zhu, Wing-Keung Wong, Yong-Chang Hui, Zhi-Dong Bai
Publication date: 16 August 2017
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://mpra.ub.uni-muenchen.de/79692/1/MPRA_paper_79692.pdf
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07) Radiative transfer in astronomy and astrophysics (85A25)
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