A Time-Domain Test for Some Types of Non-Linearity
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References listed on IDEAS
- Nur, Darfiana & Wolff, Rodney C. & Mengersen, Kerrie L., 2001. "Phase randomisation: numerical study of higher cumulants behaviour," Computational Statistics & Data Analysis, Elsevier, vol. 37(4), pages 487-513, October.
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KeywordsThird-order moment; bispectrum; non-linear; nonstationary;
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