The comparative power of the TR test against simple threshold models
通过蒙特卡洛模拟，比较了时间可逆性检验与BDS检验、双谱检验在检测简单阈值模型时的统计效力，发现TR检验具有优良的尺寸性质且通常更强大。
Through Monte-Carlo simulations the estimated power of the Ramsey and Rothman time reversibility (TR) test is compared to the power of the BDS and bispectrum tests against some simple threshold alternatives. The TR test is shown to have excellent size properties and to be generally more powerful than the other two tests against the threshold models considered.