scientific article; zbMATH DE number 4090638
zbMATH Open0666.62089MaRDI QIDQ3817481FDOQ3817481
Authors: Ritva Luukkonen, Pentti Saikkonen, Timo Teräsvirta 
Publication date: 1988
Title of this publication is not available (Why is that?)
Recommendations
model selectionMonte Carlopower propertiesasymptotic relative efficiencyARCHLagrange multiplier teststhreshold autoregressive modelbilinear modelexponential autoregressive modelnonlinear alternativestesting linearity of univariate time series models
Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of parametric tests (62F05)
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- Information criteria for nonlinear time series models
- A note on testing for nonlinearity with partially observed time series
- Detecting nonlinearities in neuro-electrical signals: A study of synchronous local field potentials
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- On detecting the optimal structure of a neural network under strong statistical features in errors
- Testing the adequacy of smooth transition autoregressive models
- Testing for nonlinearity with partially observed time series
- On the estimation and diagnostic checking of the ARFIMA-HYGARCH model
- Portmanteau tests for linearity of stationary time series
- Linear type Lagrangian multiplier investigation with Taylor expansions in connection with nonlinear time series analysis
- A simple linear time series model with misleading nonlinear properties
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- A nonparametric goodness-of-fit test for a class of parametric autoregressive models
- Evaluating GARCH models.
- Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results
- Linearity testing using local polynomial approximation
- A powerful test for linearity when the order of integration is unknown
- A Kolmogorov-Smirnov type test for conditional heteroskedasticity in time series
- Distribution of the cross‐correlations of squared residuals in ARIMA models
- Power properties of linearity tests for time series
- A consistent nonparametric test for linearity of \(\text{AR} (p)\) models
- Non-linear time series clustering based on non-parametric forecast densities
- A nonparametric test of conditional autoregressive heteroscedasticity for threshold autoregressive models
- Title not available (Why is that?)
- On robust testing for conditional heteroscedasticity in time series models
- Nonlinearity tests in time series analysis
- Unit-roots test for time-series data with a linear time trend
- A Portmanteau Test for Smooth Transition Autoregressive Models
- Testing for time series linearity
- Power Properties of Nonlinearity Tests for Time Series with Markov Regimes
- On nonlinear models for time series
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