1.题目:
Towards a nonparametric test of linearity for times series
[url=]
[/url] [url=]
[/url]
Journal of Statistical Planning and Inference
Volume 68, Issue 2, 15 May 1998, Pages 339-358
link:
http://www.sciencedirect.com/science?_ob=ArticleURL&;_udi=B6V0M-3TCMRNF-N&_user=1999482&_coverDate=05%2F15%2F1998&_rdoc=1&_fmt=high&_orig=search&_origin=search&_sort=d&_docanchor=&view=c&_rerunOrigin=scholar.google&_acct=C000050602&_version=1&_urlVersion=0&_userid=1999482&md5=5861e54617a9a30ff282a6a990d8abb9&searchtype=a
2.
A consistent nonparametric test for linearity of AR(p) models
Economics Letters
Volume 55, Issue 1, 15 August 1997, Pages 53-59
link:
http://www.sciencedirect.com/sci ... a117844841bc4831c90