research
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08/18/2020
Simultaneous Diagnostic Testing for Linear-Nonlinear Dependence in Time Series
Several goodness-of-fit tests have been proposed to detect linearity in ...
research
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05/03/2020
A Powerful Portmanteau Test for Detecting Nonlinearity in Time Series
A new portmanteau test statistic is proposed for detecting nonlinearity ...
research
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05/02/2020