A NOTE ON THE DISTRIBUTIONS OF NON-LINEAR AUTOREGRESSIVE STOCHASTIC MODELS

DOI10.1111/j.1467-9892.1981.tb00310.xzbMath0486.62024OpenAlexW2093455214MaRDI QIDQ3946960

Howell Tong, John Pemberton

Publication date: 1981

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1981.tb00310.x

zbMATH Keywords

symmetry testsymmetric distributionslinearity testhigher order spectraergodic stationary non-linear autoregressive stochastic process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Exact distribution theory in statistics (62E15)

Related Items

Unnamed Item ⋮ Characteristic function-based hypothesis tests under weak dependence

Cites Work

• A TEST FOR LINEARITY OF STATIONARY TIME SERIES
• An Introduction to Polyspectra
• Unnamed Item