In this paper, we present a procedure for testing the null hypothesis of linearity in a time series against the alternative of non-linearity. Adapting the robust Wald-type testing methods of Vogelsang ...
We have noted that the likelihood ratio test for non-linearity in a univariate time series can be extended to single-output-multiple-input open loop systems. A simple extension of the cumulative sum ...
Perold, André, and Harry M. Markowitz. "Sparsity and Piecewise Linearity in Large Portfolio Optimization Problems." In Sparse Matricies and Their Uses, edited by I. S. Duff. Academic Press, 1981.
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