scientific article; zbMATH DE number 1165677

MaRDI QIDQ4396384zbMATH OpenFDO

Authors Janos Máth, Gy. Terdik

Publication date 14 June 1998

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)

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

Cited in

(5)

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

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