We propose tests for nonlinear serial dependence in time series under the null hypothesis of general linear dependence, in contrast to the more widely studied null hypothesis of independence. The ...

Many frequently observed real-world phenomena are nonlinear in nature. This means that their output does not change in a manner that is proportional to their input. These models have a degree of ...

We first construct a new generalized Hausman test for detecting the structural change in a multiplicative form of covariance matrix time series model. This generalized Hausman test is asymptotically ...