A non-parametric test for non-independent noises against a bilinear dependence

zbMATH Open1108.62080MaRDI QIDQ3434071FDOQ3434071

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Publication date: 23 April 2007

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zbMATH Keywords

time seriesbilinear modelsasymptotic separation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of parametric tests (62F05) Non-Markovian processes: hypothesis testing (62M07)

Cited In (2)

• Title not available (Why is that?)
• A Decision Procedure for Bilinear Time Series Based on the Asymptotic Separation

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