Testing linearity and modelling nonlinear time series

Timo Teräsvirta

Kybernetika (1994)

  • Volume: 30, Issue: 3, page 319-330
  • ISSN: 0023-5954

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Teräsvirta, Timo. "Testing linearity and modelling nonlinear time series." Kybernetika 30.3 (1994): 319-330. <http://eudml.org/doc/28319>.

@article{Teräsvirta1994,
author = {Teräsvirta, Timo},
journal = {Kybernetika},
keywords = {recent developments; testing linearity; time series; parametric alternatives; modelling of nonlinear series},
language = {eng},
number = {3},
pages = {319-330},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Testing linearity and modelling nonlinear time series},
url = {http://eudml.org/doc/28319},
volume = {30},
year = {1994},
}

TY - JOUR
AU - Teräsvirta, Timo
TI - Testing linearity and modelling nonlinear time series
JO - Kybernetika
PY - 1994
PB - Institute of Information Theory and Automation AS CR
VL - 30
IS - 3
SP - 319
EP - 330
LA - eng
KW - recent developments; testing linearity; time series; parametric alternatives; modelling of nonlinear series
UR - http://eudml.org/doc/28319
ER -

References

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