A Nonlinear Time Series Workshop

By Douglas M. Patterson, Richard A. Ashley. 2000

60 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Signal Processing

View Paper: https://www.semanticscholar.org/paper/76c87dc1acb920489c7b915dfad7d572e9dc860a

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Artificial Intelligence

1. K. Lim
2. R. Brooks
3. Theodore Panagiotidis
4. E. Rutledge

In Signal Processing

1. K. Lim
2. R. Brooks
3. Theodore Panagiotidis
4. E. Rutledge

Citations in the corpus

• The Evolution of Stock Market Efficiency Over Time: A Survey of the Empirical Literature (2011, methodology): “This has contributed to an explosive growth of nonlinearity tests to the extent that a full review is impossible (for a limited survey, see Granger and Teräsvirta, 1993; Patterson and Ashley, 2000; Tsay, 2005).”
• Oil and gas markets in the UK : Evidence from a cointegrating approach (2007, methodology): “The McLeod and Li test looks at the autocorrelation function of the squares of the prewhitened data and tests whether corr (et 2, et − k 2 ) is non-zero for some k and can be considered as an LM statistic against ARCH effects (see Granger and Terasvirta, 1993; Patterson and Ashley, 2000).”