Robust and powerful tests for nonlinear deterministic components

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Robust and powerful tests for nonlinear deterministic components

We develop a test for the presence of nonlinear deterministic components in a univariate time series, approximated using a Fourier series expansion, designed to be asymptotically robust to the order of integration of the process and to any weak dependence present. Our approach is motivated by the Wa...

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Bibliographic Details
Main Authors:	Astill, Sam, Harvey, David I., Leybourne, Stephen J., Taylor, A. M. Robert
Format:	Article
Published:	Wiley 2014
Subjects:	Trend function testing; Robust tests; Fourier approximation
Online Access:	https://eprints.nottingham.ac.uk/32658/

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