A TEST FOR LINEARITY OF STATIONARY TIME SERIES

DOI10.1111/j.1467-9892.1980.tb00308.xzbMath0499.62078OpenAlexW2056929675MaRDI QIDQ3965453

M. M. Gabr, T. Subba Rao

Publication date: 1980

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

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1980.tb00308.x

zbMATH Keywords

nonlinearsunspot numbersCanadian lynx databispectral density functionHotelling T squaretest for linearity of stationary time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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Cites Work

• On the Complex Analogues of $T^2$- and $R^2$-Tests
• Classical Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution
• Asymptotic Normality of Bispectral Estimates
• An Introduction to Polyspectra
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