A NOTE ON TESTS FOR THRESHOLD-TYPE NONLINEARITY IN OPEN LOOP-SYSTEMS

被引：0

作者：

SOROUR, A ^{[1
]}

TONG, H ^{[1
]}

机构：

[1] UNIV KENT, INST MATH & STAT, CORNWALLIS BLDG, CANTERBURY CT2 7NF, KENT, ENGLAND

来源：

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS | 1993年 / 42卷 / 01期

关键词：

BILINEAR SYSTEMS; CUMULATIVE SUM TEST; GAS FURNACE DATA; INPUT OUTPUT DATA; JOKULSA EYSTRI DATA; LIKELIHOOD RATIO TESTS; MARKET SHARE PRICE DATA; NONLINEAR SYSTEMS; NONSTANDARD PROBLEMS; POWER FUNCTIONS; SIGNIFICANCE POINTS; TESTS FOR NONLINEARITY; THRESHOLD SYSTEMS; VATNSDALSA RIVER DATA;

D O I：

暂无

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：

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 test is also described. The performance of both tests has been examined with simulated data. Illustrations with various real data are included.

引用

页码：95 / 104

页数：10