Nonparametric tests of linearity for time series

DOI10.1093/biomet/82.2.351zbMath0823.62044OpenAlexW2015225829MaRDI QIDQ4842929

Publication date: 1 November 1995

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/82.2.351

zbMATH Keywords

bootstrap time series resampling conditional variance bispectrum parametric tests conditional mean best linear approximation tests of linearity

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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