A Tukey nonadditivity-type test for time series nonlinearity

Abstract

Journal Article A Tukey nonadditivity-type test for time series nonlinearity Get access DANIEL MACRAE KEENAN DANIEL MACRAE KEENAN Division of Applied Mathematics, Brown UniversityProvidence, Rhode Island 02912, U.S.A. Search for other works by this author on: Oxford Academic Google Scholar Biometrika, Volume 72, Issue 1, April 1985, Pages 39–44, https://doi.org/10.1093/biomet/72.1.39 Published: 01 April 1985 Article history Received: 01 May 1984 Revision received: 01 August 1984 Published: 01 April 1985