{"id":"https://openalex.org/W2948387934","doi":"https://doi.org/10.1080/03610918.2019.1622717","title":"Detecting exponential component in autoregressive models: comparative study between several tests of nonlinearity","display_name":"Detecting exponential component in autoregressive models: comparative study between several tests of nonlinearity","publication_year":2019,"publication_date":"2019-06-03","ids":{"openalex":"https://openalex.org/W2948387934","doi":"https://doi.org/10.1080/03610918.2019.1622717","mag":"2948387934"},"language":"en","primary_location":{"id":"doi:10.1080/03610918.2019.1622717","is_oa":false,"landing_page_url":"https://doi.org/10.1080/03610918.2019.1622717","pdf_url":null,"source":{"id":"https://openalex.org/S153329750","display_name":"Communications in Statistics - Simulation and Computation","issn_l":"0361-0918","issn":["0361-0918","1532-4141"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Communications in Statistics - Simulation and Computation","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5011701356","display_name":"Nabil Azouagh","orcid":"https://orcid.org/0000-0001-6788-4785"},"institutions":[{"id":"https://openalex.org/I3019441195","display_name":"Laboratoire de Math\u00e9matiques d'Orsay","ror":"https://ror.org/03ab0zs98","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I277688954","https://openalex.org/I3019441195"]},{"id":"https://openalex.org/I76129166","display_name":"Premier University","ror":"https://ror.org/02j96nm37","country_code":"BD","type":"education","lineage":["https://openalex.org/I76129166"]}],"countries":["BD","FR"],"is_corresponding":true,"raw_author_name":"Nabil Azouagh","raw_affiliation_strings":["D\u00e9partement de Math\u00e9matiques, Universit\u00e9 Mohammed Premier, Facult\u00e9 des Sciences, Oujda, Maroc"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"D\u00e9partement de Math\u00e9matiques, Universit\u00e9 Mohammed Premier, Facult\u00e9 des Sciences, Oujda, Maroc","institution_ids":["https://openalex.org/I3019441195","https://openalex.org/I76129166"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5016858723","display_name":"Sa\u00efd El Melhaoui","orcid":"https://orcid.org/0000-0002-2458-2338"},"institutions":[{"id":"https://openalex.org/I76129166","display_name":"Premier University","ror":"https://ror.org/02j96nm37","country_code":"BD","type":"education","lineage":["https://openalex.org/I76129166"]}],"countries":["BD"],"is_corresponding":false,"raw_author_name":"Said El Melhaoui","raw_affiliation_strings":["D\u00e9partement d\u2019\u00c9conomie, Universit\u00e9 Mohammed Premier, Facult\u00e9 de Droit, Oujda, Maroc"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"D\u00e9partement d\u2019\u00c9conomie, Universit\u00e9 Mohammed Premier, Facult\u00e9 de Droit, Oujda, Maroc","institution_ids":["https://openalex.org/I76129166"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5011701356"],"corresponding_institution_ids":["https://openalex.org/I3019441195","https://openalex.org/I76129166"],"apc_list":null,"apc_paid":null,"fwci":0.2087,"has_fulltext":false,"cited_by_count":4,"citation_normalized_percentile":{"value":0.52752325,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":96},"biblio":{"volume":"50","issue":"11","first_page":"3273","last_page":"3285"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11871","display_name":"Advanced Statistical Methods and Models","score":0.9908999800682068,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11871","display_name":"Advanced Statistical Methods and Models","score":0.9908999800682068,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.978600025177002,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.9746000170707703,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/autoregressive-model","display_name":"Autoregressive model","score":0.6588407754898071},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.556577742099762},{"id":"https://openalex.org/keywords/gaussian","display_name":"Gaussian","score":0.5170660614967346},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.48610353469848633},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.48553013801574707},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.46064311265945435},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.4455481469631195},{"id":"https://openalex.org/keywords/exponential-function","display_name":"Exponential function","score":0.4223061800003052},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4069591164588928},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.34414011240005493},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.1412537693977356},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.10628616809844971}],"concepts":[{"id":"https://openalex.org/C159877910","wikidata":"https://www.wikidata.org/wiki/Q2202883","display_name":"Autoregressive model","level":2,"score":0.6588407754898071},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.556577742099762},{"id":"https://openalex.org/C163716315","wikidata":"https://www.wikidata.org/wiki/Q901177","display_name":"Gaussian","level":2,"score":0.5170660614967346},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.48610353469848633},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.48553013801574707},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.46064311265945435},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4455481469631195},{"id":"https://openalex.org/C151376022","wikidata":"https://www.wikidata.org/wiki/Q168698","display_name":"Exponential function","level":2,"score":0.4223061800003052},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4069591164588928},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.34414011240005493},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.1412537693977356},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.10628616809844971},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1080/03610918.2019.1622717","is_oa":false,"landing_page_url":"https://doi.org/10.1080/03610918.2019.1622717","pdf_url":null,"source":{"id":"https://openalex.org/S153329750","display_name":"Communications in Statistics - Simulation and Computation","issn_l":"0361-0918","issn":["0361-0918","1532-4141"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Communications in Statistics - Simulation and Computation","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":16,"referenced_works":["https://openalex.org/W1535258871","https://openalex.org/W1977843426","https://openalex.org/W1981647809","https://openalex.org/W2024563992","https://openalex.org/W2031768652","https://openalex.org/W2048117518","https://openalex.org/W2056929675","https://openalex.org/W2080802633","https://openalex.org/W2156755779","https://openalex.org/W2479251890","https://openalex.org/W2501550542","https://openalex.org/W2609551930","https://openalex.org/W4243668324","https://openalex.org/W4256170606","https://openalex.org/W4285719527","https://openalex.org/W4388215482"],"related_works":["https://openalex.org/W2171218219","https://openalex.org/W2150410159","https://openalex.org/W1972271943","https://openalex.org/W3150905897","https://openalex.org/W4327525404","https://openalex.org/W4287185323","https://openalex.org/W1520183331","https://openalex.org/W2099889858","https://openalex.org/W2168175994","https://openalex.org/W2156628102"],"abstract_inverted_index":{"In":[0],"this":[1,35,225,237,261],"work,":[2],"we":[3,38],"focus":[4],"on":[5,40,206,236],"tests":[6,32,43,104,131],"able":[7],"to":[8,199,223,251,256,263],"detect":[9,264],"the":[10,42,152,202,212,219,232,240,245,258],"eventual":[11],"existence":[12],"of":[13,20,44,56,62,91,113,141,145,171,178,186,194,218,260,267],"an":[14],"exponential":[15,172,246],"component":[16,173],"in":[17,135,174,243],"autoregressive":[18,175],"models":[19],"order":[21],"1.":[22],"We":[23,214],"propose":[24],"a":[25,57,207,216,253],"comparative":[26],"study":[27,255],"by":[28,156],"simulation":[29,228,254],"between":[30],"several":[31],"selected":[33],"for":[34,52,82,105,132],"purpose.":[36],"Thus,":[37],"put":[39],"competition":[41],"Hinich":[45],"(1982":[46],"Hinich,":[47],"M.":[48,76],"J.":[49],"1982.":[50],"Testing":[51],"gaussianity":[53],"and":[54,120,125,158,164],"linearity":[55],"stationary":[58],"time":[59,83,106,136],"series.":[60,107],"Journal":[61,140,177],"Time":[63,179],"Series":[64,180],"Analysis":[65,181],"3":[66],"(3):169\u201376.":[67],"doi:https://doi.org/10.1111/j.1467-9892.1982.tb00339.x.[Crossref]":[68],",":[69,94,116,148,189],"[Google":[70,95,117,149,190],"Scholar]),":[71,96,118],"Keenan":[72],"(1985":[73],"Keenan,":[74],"D.":[75],"1985.":[77],"A":[78],"tukey":[79],"nonadditivity-type":[80],"test":[81,154,204,221,234,262],"series":[84,137],"nonlinearity.":[85,268],"Biometrika":[86,108],"72":[87],"(1):39\u201344.":[88],"doi:https://doi.org/10.1093/biomet/72.1.39.[Crossref],":[89],"[Web":[90,112,185],"Science":[92,114,146,187],"\u00ae]":[93,115,147,188],"Tsay":[97],"(1986":[98],"Tsay,":[99],"R.":[100,126],"S.":[101,165],"1986.":[102],"Nonlinearity":[103],"73":[109],"(2):461\u20136.":[110],"doi:https://doi.org/10.1093/biomet/73.2.461.[Crossref],":[111],"Saikkonen":[119],"Luukkonen":[121],"(1988":[122],"Saikkonen,":[123],"P.,":[124],"Luukkonen.":[127],"1988.":[128],"Lagrange":[129],"multiplier":[130],"testing":[133],"non-linearities":[134],"models.":[138,176],"Scandinavian":[139],"Statistics":[142],"15":[143],"(1):55\u201368.[Web":[144],"Scholar])":[150],"with":[151],"pseudo-Gaussian":[153,203,220,233],"developed":[155],"Allal":[157],"El":[159,166],"Melhaoui":[160],"(2006":[161],"Allal,":[162],"J.,":[163],"Melhaoui.":[167],"2006.":[168],"Optimal":[169],"detection":[170],"27":[182],"(6):793\u2013810.":[183],"doi:https://doi.org/10.1111/j.1467-9892.2006.00489.x.[Crossref],":[184],"Scholar]).":[191],"The":[192,227],"investigation":[193],"these":[195],"tests,":[196],"allowed":[197],"us":[198,250],"discover":[200],"that":[201,231],"depends":[205],"nuisance":[208],"appearing":[209],"only":[210],"under":[211],"alternative.":[213],"suggest":[215],"transformation":[217,238],"statistic":[222],"overcome":[224],"problem.":[226],"results":[229],"show":[230],"based":[235],"has":[239],"best":[241],"performance":[242],"detecting":[244],"component,":[247],"which":[248],"encourages":[249],"run":[252],"investigate":[257],"ability":[259],"other":[265],"types":[266]},"counts_by_year":[{"year":2025,"cited_by_count":2},{"year":2023,"cited_by_count":1},{"year":2019,"cited_by_count":1}],"updated_date":"2026-07-29T09:40:50.615796","created_date":"2025-10-10T00:00:00"}
