Search Results - person:"Mendes, Eduardo M"

Detecting nonlinearity in time series : surrogate and bootstrap approaches

Hinich, Melvin J. (contributor); … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 9 (2005) 4, pp. 1-13

Persistent link: https://www.econbiz.de/10003284297

Detecting Nonlinearity in Time Series: Surrogate and Bootstrap Approaches

Hinich, Melvin J; Mendes, Eduardo M; Stone, Lewi - In: Studies in Nonlinear Dynamics & Econometrics 9 (2005) 4

Detecting nonlinearity in financial time series is a key point when the main interest is to understand the generating process. One of the main tests for testing linearity in time series is the Hinich Bispectrum Nonlinearity Test (HINBIN). Although this test has been succesfully applied to a vast...

Persistent link: https://www.econbiz.de/10014620941

Detecting Nonlinearity in Time Series: Surrogate and Bootstrap Approaches

J, Hinich Melvin; M, Mendes Eduardo; Lewi, Stone - In: Studies in Nonlinear Dynamics & Econometrics 9 (2005) 4, pp. 1-15

Persistent link: https://www.econbiz.de/10008501102

Detecting nonlinearity in time series : surrogate and bootstrap approaches

Hinich, Melvin J.; Mendes, Eduardo M.; Stone, Lewi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 9 (2005) 4, pp. 1-13

Persistent link: https://www.econbiz.de/10009949856