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A note on testing for nonlinearity with partially observed time series |
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| Authors: | Tsai, Henghsiu Chan, K. S. |
| Affiliation: | 1 Institute of Statistical Science, Academia Sinica, Taipei, Taiwan 115, Republic of China htsai{at}stat.sinica.edu.tw 2 Department of Statistics & Actuarial Science, University of Iowa, Iowa City, Iowa 52242, U.S.Akchan{at}stat.uiowa.edu |
| Abstract: | |
| Keywords: | Euler scheme Irregularly sampled data Kalman filter Lagrange multiplier test Stochastic differential equation |
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