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On time-irreversibility and other non-linear features in time series

✍ Scribed by Luceño, Alberto

Book ID
127307968
Publisher
Taylor and Francis Group
Year
2000
Tongue
English
Weight
636 KB
Volume
29
Category
Article
ISSN
0361-0918

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✍ W. S. Chan; H. Tong 📂 Article 📅 1986 🏛 John Wiley and Sons 🌐 English ⚖ 638 KB

We have developed a new test for non-linearity in time series data in discrete time. A comparative study has been conducted on Subba Rao, Gabr and Hinich's test, Keenan's test, Petruccelli and Davies' test, and the new test. Both simulated and real data are used in the study. The implication for for