Nonparametric tests of linearity for time series
From MaRDI portal
Publication:4842929
Recommendations
Cited in
(59)- A note on variable selection in nonparametric regression with dependent data
- Measures of Dependence and Tests of Independence
- Nonparametric model checks for time series
- A generalization of some classical time series tools
- A Tukey nonadditivity-type test for time series nonlinearity
- scientific article; zbMATH DE number 718746 (Why is no real title available?)
- A diagnostic statistic for functional-coefficient autoregressive models
- A Review of Nonparametric Time Series Analysis
- Non-parametric regression tests using dimension reduction techniques
- Testing the adequacy of smooth transition autoregressive models
- A TEST FOR NON-LINEARITY OF PREDICTION IN TIME SERIES
- Model checks of higher order time series
- An adaptive empirical likelihood test for parametric time series regression models
- scientific article; zbMATH DE number 5224898 (Why is no real title available?)
- A mixed-type test for linearity in time series
- Portmanteau tests for linearity of stationary time series
- Linear type Lagrangian multiplier investigation with Taylor expansions in connection with nonlinear time series analysis
- Testing linearity for NARX models
- On time-irreversibility and other non-linear features in time series
- Checking nonlinear heteroscedastic time series models
- A nonparametric goodness-of-fit test for a class of parametric autoregressive models
- Aligned signed-rank tests of a linear autoregressive model against an exponential autoregressive one
- Nonlinearity tests for time series
- Non-linearity tests based on order statistics and quantile regressions
- A low-dimension portmanteau test for non-linearity
- Nonparametric factor analysis of residual time series
- Linearity testing using local polynomial approximation
- A powerful test for linearity when the order of integration is unknown
- Nonparametric bootstrap tests for neglected nonlinearity in time series regression models∗
- Nonparametric statistics for testing of linearity and serial independence
- Model specification tests in nonparametric stochastic regression models
- Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks
- Nonparametric analysis of covariance.
- A consistent nonparametric test for linearity of \(\text{AR} (p)\) models
- Semiparametric approximation methods in multivariate model selection
- Testing nonstationary time series for Gaussianity and linearity using the evolutionary bispectrum: an application to internet traffic data
- A nonparametric test of significant variables in gradients
- Modeling diurnal variation of marine populations
- Detecting and modeling nonlinearity in the gas furnace data
- On nonparametric and semiparametric testing for multivariate linear time series
- Specification test for panel data models with interactive fixed effects
- Towards a nonparametric test of linearity for times series
- A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression
- A test of linearity against functional coefficient autoregressive models
- Using local linear kernel smoothers to test the lack of fit of nonlinear regression models
- Detecting Nonlinearity in Time Series: Surrogate and Bootstrap Approaches
- Testing and imposing Slutsky symmetry in nonparametric demand systems
- A simple bootstrap test for time series regression models
- An updated review of goodness-of-fit tests for regression models
- Testing additivity in generalized nonparametric regression models with estimated parameters
- Nonlinearity tests in time series analysis
- Central limit theorem for degenerateU-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing
- Simultaneous specification testing of mean and variance structures in nonlinear time series regression
- Testing for time series linearity
- ON THE KOLMOGOROV-SMIRNOV TYPE TEST FOR TESTING NONLINEARITY IN TIME SERIES
- Nonparametric testing for correlation models with dependent data
- A bootstrap test for time series linearity
- Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence
- Nonparametric comparison of regression curves: An empirical process approach
This page was built for publication: Nonparametric tests of linearity for time series
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4842929)