NONLINEAR TIME-SERIES - A SELECTIVE REVIEW

被引：0

作者：

TJOSTHEIM, D ^{[1
]}

机构：

[1] UNIV HEIDELBERG,INST ANGEW MATH,W-6900 HEIDELBERG,GERMANY

来源：

SCANDINAVIAN JOURNAL OF STATISTICS | 1994年 / 21卷 / 02期

关键词：

NONLINEAR TIME SERIES; NONPARAMETRIC IDENTIFICATION; RESTRICTED NONPARAMETRIC; TEST OF INDEPENDENCE; TEST OF LINEARITY;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A selective review of non-linear time series is presented. All of the three phases in the specification-estimation-verification modelling cycle are covered, but much of the emphasis is on non-parametric and restricted non-parametric methods. In particular, recent results on non-parametric tests of linearity and independence are included.

引用

页码：97 / 130

页数：34

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