Abstract
We have used the linearity test for real data. The linear residual process was calculated by fitting an AR model using the LS method. The order P of the autoregression was determined by AIC criteria.
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© 1999 Springer Science+Business Media New York
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Terdik, G. (1999). Some Applications. In: Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis. Lecture Notes in Statistics, vol 142. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-1552-3_6
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DOI: https://doi.org/10.1007/978-1-4612-1552-3_6
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-98872-6
Online ISBN: 978-1-4612-1552-3
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