Michael Levine, Jinguang (Tony) Li. A simple additivity test for conditionally heteroscedastic nonlinear autoregression. Computational Statistics & Data Analysis, 56(8):2421-2429, 2012. [doi]
@article{LevineL12,
title = {A simple additivity test for conditionally heteroscedastic nonlinear autoregression},
author = {Michael Levine and Jinguang (Tony) Li},
year = {2012},
doi = {10.1016/j.csda.2012.01.019},
url = {http://dx.doi.org/10.1016/j.csda.2012.01.019},
researchr = {https://researchr.org/publication/LevineL12},
cites = {0},
citedby = {0},
journal = {Computational Statistics & Data Analysis},
volume = {56},
number = {8},
pages = {2421-2429},
}