Nonlinearity Tests For Bilinear Time Series Data
This Paper Discusses Two Nonlinearity Tests In Time Series Analysis, Which Are The Keenan’s Test And F-Test. The Tests Are Based On Time Domain Approach And Are Computationally Less Complex Than The Frequency Domain Approach. Both Tests Are Especially Suitable For Data Generated From Bilinear Mod...
| Principais autores: | , , |
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| Formato: | Artigo |
| Idioma: | English |
| Publicado em: |
Penerbit UTM Press
2005
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| Assuntos: | |
| Acesso em linha: | http://eprints.utm.my/1791/1/JTJUN42C1.pdf |