BISPECTRAL-BASED TESTS FOR THE DETECTION OF GAUSSIANITY AND LINEARITY IN TIME-SERIES

被引：36

作者：

BROCKETT, PL

HINICH, MJ

PATTERSON, D

机构：

[1] UNIV TEXAS, DEPT FINANCE, AUSTIN, TX 78712 USA

[2] UNIV TEXAS, APPL RES LABS, AUSTIN, TX 78712 USA

[3] UNIV TEXAS, DEPT GOVT, AUSTIN, TX 78712 USA

[4] VIRGINIA POLYTECH INST & STATE UNIV, DEPT FINANCE INSURANCE & BUSINESS LAW, BLACKSBURG, VA 24061 USA

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1988年 / 83卷 / 403期

关键词：

D O I：

10.2307/2289288

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：657 / 664

页数：8

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