scientific article; zbMATH DE number 1165677

zbMATH Open0892.62067MaRDI QIDQ4396384FDOQ4396384

Authors: Janos Máth, Gy. Terdik 

Publication date: 14 June 1998

Title of this publication is not available (Why is that?)

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• A New Test of Linearity of Time Series Based on the Bispectrum
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zbMATH Keywords

time seriesbispectrumtesting linearitylinear predictorquadratic predictor

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Inference from stochastic processes and spectral analysis (62M15)

Cited In (5)

• Portmanteau tests for linearity of stationary time series
• A mixed-type test for linearity in time series
• Improved bispectrum based tests for Gaussianity and linearity
• Simple diagnostic tools for inverstigating linear trends in time series
• Testing linearity for stationary time series using the sample interquartile range

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