A bootstrap test for time series linearity
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Publication:993830
DOI10.1016/J.JSPI.2010.04.047zbMATH Open1327.62460OpenAlexW2118753679MaRDI QIDQ993830FDOQ993830
Authors: Arthur Berg, Efstathios Paparoditis, Dimitris Politis 
Publication date: 20 September 2010
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2010.04.047
Recommendations
- Bispectral-based goodness-of-fit tests of Gaussianity and linearity of stationary time series
- Nonparametric tests of linearity for time series
- Tests for Gaussianity and linearity of multivariate stationary time series
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- Detecting Nonlinearity in Time Series: Surrogate and Bootstrap Approaches
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)
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Cited In (18)
- Bispectral-based methods for clustering time series
- Bispectral-based goodness-of-fit tests of Gaussianity and linearity of stationary time series
- Estimation of the bispectrum for locally stationary processes
- Portmanteau tests for linearity of stationary time series
- Testing Gaussianity and linearity of Japanese stock returns
- A test for stationarity based on empirical processes
- Aligned signed-rank tests of a linear autoregressive model against an exponential autoregressive one
- Normality tests for dependent data: large-sample and bootstrap approaches
- Testing for stationarity in multivariate locally stationary processes
- Consistent autoregressive spectral estimates: nonlinear time series and large autocovariance matrices
- Testing linearity for stationary time series using the sample interquartile range
- Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis
- Detection of EXPAR nonlinearity in the presence of a nuisance unidentified under the null hypothesis
- Bootstrap methods for dependent data: a review
- Reliability of linearity test for smooth transition models
- Detecting Nonlinearity in Time Series: Surrogate and Bootstrap Approaches
- A simple bootstrap test for time series regression models
- Discriminating between long-range dependence and non-stationarity
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