Detecting nonlinearity in multivariate time series

被引:0
|
作者
Palus, M.
机构
关键词
D O I
暂无
中图分类号
学科分类号
摘要
引用
收藏
相关论文
共 50 条
  • [1] Detecting nonlinearity in multivariate time series
    Palus, M
    [J]. PHYSICS LETTERS A, 1996, 213 (3-4) : 138 - 147
  • [2] On testing for nonlinearity in multivariate time series
    Psaradakis, Zacharias
    Vavra, Marian
    [J]. ECONOMICS LETTERS, 2014, 125 (01) : 1 - 4
  • [3] DETECTING NONLINEARITY IN TIME-SERIES
    DAVIES, N
    PETRUCCELLI, JD
    [J]. STATISTICIAN, 1986, 35 (02): : 271 - 280
  • [4] Detecting determinism and nonlinearity in riverflow time series
    Porporato, A
    Ridolfi, L
    [J]. HYDROLOGICAL SCIENCES JOURNAL-JOURNAL DES SCIENCES HYDROLOGIQUES, 2003, 48 (05): : 763 - 780
  • [5] Detecting Synchronization and Interrelations in Multivariate Time Series
    Parlitz, Ulrich
    Luther, Stefan
    [J]. 2014 8TH CONFERENCE OF THE EUROPEAN STUDY GROUP ON CARDIOVASCULAR OSCILLATIONS (ESGCO), 2014, : 169 - +
  • [6] Detecting nonlinearity in time series: Surrogate and bootstrap approaches
    Hinich, M
    Mendes, E
    Stone, L
    [J]. STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS, 2005, 9 (04):
  • [7] Detecting nonlinearity in stock trading volume time series
    Wang, HY
    Tang, LK
    [J]. PROCEEDINGS OF THE 2004 INTERNATIONAL CONFERENCE ON MANAGEMENT SCIENCE & ENGINEERING, VOLS 1 AND 2, 2004, : 2128 - 2132
  • [8] Detecting nonlinearity in time series by model selection criteria
    Peña, D
    Rodriguez, J
    [J]. INTERNATIONAL JOURNAL OF FORECASTING, 2005, 21 (04) : 731 - 748
  • [9] Detecting outlier samples in multivariate time series dataset
    Weng, Xiaoqing
    Shen, Junyi
    [J]. KNOWLEDGE-BASED SYSTEMS, 2008, 21 (08) : 807 - 812
  • [10] DETECTING TAIL RISK DIFFERENCES IN MULTIVARIATE TIME SERIES
    Hoga, Yannick
    [J]. JOURNAL OF TIME SERIES ANALYSIS, 2018, 39 (05) : 665 - 689