Detecting and modeling nonlinearity in the gas furnace data
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Volume (Year): 26 (2011)
Issue (Month): 1 (March)
Pages: 77-93
| Handle: | RePEc:spr:compst:v:26:y:2011:i:1:p:77-93 |
| DOI: | 10.1007/s00180-010-0211-7 |
| Contact details of provider: | Web page: http://www.springer.com
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| Order Information: | Web: http://www.springer.com/statistics/journal/180/PS2 |
References listed on IDEAS
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- Hinich, Melvin J & Patterson, Douglas M, 1985. "Evidence of Nonlinearity in Daily Stock Returns," Journal of Business & Economic Statistics, American Statistical Association, vol. 3(1), pages 69-77, January.
- Hinich Melvin J & Mendes Eduardo M & Stone Lewi, 2005. "Detecting Nonlinearity in Time Series: Surrogate and Bootstrap Approaches," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(4), pages 1-15, December.
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