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?)

Recommendations

• A New Test of Linearity of Time Series Based on the Bispectrum
• Testing linearity for stationary time series using the sample interquartile range
• Testing time series linearity via goodness-of-fit methods

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 (4)

• 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

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4396384)