Chapter 4: Frequency-Domain Tests
Links to Websites with Supplementary Material
- Click on the following link for getting access to the personal website of the late Melvin J. Hinich. The site contains FORTRAN77 codes linked to the many contributions Mel made in the area of (non)linear time series analysis and signal processing.
- Click on the following link for getting access to Richard Ashley’s homepage with software (FORTRAN77 executable) linked to the book by Patterson and Ashley (2000). A Nonlinear Time Series Workshop, Kluwer Academic Publishers, Norwell, MA.
- Click on the following link for getting access to MATLAB Central File Exchange with three M-files for testing nonlinearity. Full details of the test statistic are in the paper by Barnett and Wolff (2005, IEEE Transactions on Signal Processing).