scientific article; zbMATH DE number 837116

MaRDI QIDQ4863580zbMATH OpenFDO

Authors Jean-Michel Poggi, Bruno Portier

Publication date 1995

zbMATH Keywords

asymptotically stationary functional \(\text{AR} (p)\) modelstest for linearitytime series

Mathematics Subject Classification ID

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

Recommendations

• A Test of Linearity for Functional Autoregressive Models
• Functional coefficient autoregressive models: estimation and tests of hypotheses
• A consistent nonparametric test for linearity of \(\text{AR} (p)\) models
• Testing with functional time series
• A mixed-type test for linearity in time series

Cited in

(10)

• Testing the stability of the functional autoregressive process
• Testing linearity for NARX models
• A nonparametric goodness-of-fit test for a class of parametric autoregressive models
• A consistent nonparametric test for linearity of \(\text{AR} (p)\) models
• Determining the order of the functional autoregressive model
• SUP-TESTS FOR LINEARITY IN A GENERAL NONLINEAR AR(1) MODEL
• A Test of Linearity for Functional Autoregressive Models
• Testing with functional time series
• Asymptotic local test for linearity in adaptive control
• Linearity testing for fuzzy rule-based models

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