论文信息 - Testing linearity and modelling nonlinear time series - 字舞流文

Testing linearity and modelling nonlinear time series

Timo Teräsvirta

[1] Timo Teräsvirta,et al. Testing linearity against smooth transition autoregressive models , 1988 .

[2] R. Luukkonen,et al. Lagrange multiplier tests for testing non-linearities in time series models , 1988 .

[3] Timo Teräsvirta,et al. Testing linearity in univariate, time series models , 1988 .