Testing linearity in univariate, time series models
Scandinavian Journal of StatisticsPublished 1 January 1988
Ritva Luukkonen, Pentti Saikkonen, Timo Teräsvirta
Citations147
SJR quartileQ1
SJR score0.87
SNIP1.00
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Abstract
On considere l'utilisation de differents tests de multiplicateurs de Lagrange pour tester la linearite de modeles de series temporelles univariables contre des alternatives non lineaires
Keywords
Computer ScienceMathematicsEconomics, Econometrics and Finance
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