scientific article; zbMATH DE number 837116

zbMATH Open0836.62065MaRDI QIDQ4863580FDOQ4863580

Authors: Jean-Michel Poggi, Bruno Portier 

Publication date: 1995

Title of this publication is not available (Why is that?)

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• A Test of Linearity for Functional Autoregressive Models
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zbMATH Keywords

time seriestest for linearityasymptotically stationary functional \(\text{AR} (p)\) models

Mathematics Subject Classification ID

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

Cited In (5)

• A nonparametric goodness-of-fit test for a class of parametric autoregressive models
• SUP-TESTS FOR LINEARITY IN A GENERAL NONLINEAR AR(1) MODEL
• Testing the stability of the functional autoregressive process
• Linearity testing for fuzzy rule-based models
• Asymptotic local test for linearity in adaptive control

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