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...

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Detalhes bibliográficos
Principais autores: Mohamed, Ibrahim, Zaharim, Azami, Yahya, Mohd. Sahar
Formato: Artigo
Idioma:English
Publicado em: Penerbit UTM Press 2005
Assuntos:
Acesso em linha:http://eprints.utm.my/1791/1/JTJUN42C1.pdf