LIBROS DEL AUTOR: douglas m patterson

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  • A Nonlinear Time Series Workshop
    Douglas M. Patterson / Richard A. Ashley
    The analysis ofwhat might be called 'dynamic nonlinearity' in time series has its roots in the pioneering work ofBrillinger (1965) - who first pointed out how the bispectrum and higher order polyspectra could, in principle, be used to test for nonlinear serial dependence - and in Subba Rao and Gabr (1980) and Hinich (1982) who each showed how Brilling...
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