scientific article; zbMATH DE number 718746

zbMath0809.62084MaRDI QIDQ4320725

Timo Teräsvirta

Publication date: 2 February 1995

Full work available at URL: https://eudml.org/doc/28319

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

time seriestesting linearityrecent developmentsmodelling of nonlinear seriesparametric alternatives

Mathematics Subject Classification ID

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

Related Items (3)

Comparison of non-parametric and semi-parametric tests in detecting long memory ⋮ A bootstrap test for time series linearity ⋮ A simple linear time series model with misleading nonlinear properties

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