Surrogate testing of linear feedback processes with non-Gaussian innovations

Surrogate testing of linear feedback processes with non - Gaussian innovations

Surrogate testing of linear feedback processes with non-Gaussian innovations Radhakrishnan Nagarajan Abstract Surrogate testing is used widely to determine the nature of the process generating the given empirical sample. In the present study, the usefulness of phase-randomized surrogates, amplitude adjusted Fourier transform (AAFT) and iterated amplitude adjusted Fourier transform (IAAFT) surro...

Limit theorems for sums of non linear function of ARFIMA processes with random Hurst exponents and Gaussian innovations

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On Linear Processes with Dependent Innovations

We investigate asymptotic properties of partial sums and sample covariances for linear processes whose innovations are dependent. Central limit theorems and invariance principles are established under fairly mild conditions. Our results go beyond earlier ones by allowing a quite wide class of innovations which includes many important non-linear time series models. Applications to linear process...

on the effect of linear & non-linear texts on students comprehension and recalling

چکیده ندارد.

Cumulant-based autocorrelation estimates of non-Gaussian linear processes