Abstract
The assumptions that are commonly made in time series analysis; are
-
(i)
that the process is stationary, and
-
(ii)
that the process can be described by a linear model.
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© 1984 Springer-Verlag Berlin Heidelberg
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Rao, T.S., Gabr, M.M. (1984). Tests for Linearity and Gaussianity of Stationary Time Series. In: An Introduction to Bispectral Analysis and Bilinear Time Series Models. Lecture Notes in Statistics, vol 24. Springer, New York, NY. https://doi.org/10.1007/978-1-4684-6318-7_4
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DOI: https://doi.org/10.1007/978-1-4684-6318-7_4
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-96039-5
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