منابع مشابه
Detecting nonlinearity in experimental data
The technique of surrogate data has been used as a method to test for membership of particular classes of linear systems. We suggest an obvious extension of this to classes of nonlinear parametric models and demonstrate our methods with respiratory data from sleeping human infants. Although our data are clearly distinct from the different classes of linear systems we are unable to distinguish b...
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Detecting nonlinearity in financial time series is a key point when the main interest is to understand the generating process. One of the main tests for testing linearity in time series is the Hinich Bispectrum Nonlinearity Test (HINBIN). Although this test has been succesfully applied to a vast number of time series, further improvement in the size power of the test is possible. A new method t...
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ژورنال
عنوان ژورنال: Econometrics
سال: 2018
ISSN: 2225-1146
DOI: 10.3390/econometrics6030037