New Non-Linearity Test to Circumvent the Limitation of Volterra Expansion
Year of publication: |
2012-08-01
|
---|---|
Authors: | Bai, Zhidong ; Hui, Yongchang ; Wong, Wing-Keung |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | linearity | nonlinearity | U-statistics | Volterra expansion |
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