Nonparametric tests of linearity for time series

DOI10.1093/BIOMET/82.2.351zbMATH Open0823.62044OpenAlexW2015225829MaRDI QIDQ4842929FDOQ4842929

Authors: Vidar Hjellvik, Dag Tjøstheim 

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

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zbMATH Keywords

bootstraptime seriesresamplingbispectrumparametric testsconditional varianceconditional meanbest linear approximationtests of linearity

Mathematics Subject Classification ID

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

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• Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence
• Nonparametric comparison of regression curves: An empirical process approach

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