A Test of Linearity for Functional Autoregressive Models
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Publication:4379712
DOI10.1111/1467-9892.00071zbMath0911.62083OpenAlexW2145755959MaRDI QIDQ4379712
Bruno Portier, Jean-Michel Poggi
Publication date: 10 May 1999
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00071
Density estimation (62G07) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)
Related Items (11)
ON THE KOLMOGOROV-SMIRNOV TYPE TEST FOR TESTING NONLINEARITY IN TIME SERIES ⋮ Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks ⋮ Revisiting the estimation of the error density in functional autoregressive models ⋮ A test of linearity against functional coefficient autoregressive models ⋮ Model checks of higher order time series ⋮ Asymptotic local test for linearity in adaptive control ⋮ FORECASTING TIME SERIES USING WAVELETS ⋮ Testing linearity for NARX models ⋮ A diagnostic statistic for functional-coefficient autoregressive models ⋮ Linearity testing using local polynomial approximation ⋮ Estimation and test of linearity for a class of additive nonlinear models
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