A note on non-parametric testing for Gaussian innovations in AR-ARCH models (Q2852597): Difference between revisions

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+Non-parametric Estimation of the Residual Distribution
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+Q3173749
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+Goodness-of-Fit Tests for Multiplicative Models with Dependent Data
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+Bootstrap misspecification tests for ARCH based on the empirical process of squared residuals
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+Fitting an error distribution in some heteroscedastic time series models
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+Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality
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+The existence of moments of nonlinear autoregressive model
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+Estimating the innovation distribution in nonparametric autoregression
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+Testing for a Change of the Innovation Distribution in Nonparametric Autoregression: The Sequential Empirical Process Approach
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+Estimating the error distribution in nonparametric multiple regression with applications to model testing
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+BOOTSTRAP TESTS FOR THE ERROR DISTRIBUTION IN LINEAR AND NONPARAMETRIC REGRESSION MODELS
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+NONPARAMETRIC ESTIMATORS FOR TIME SERIES
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+Asymptotic results for goodness-of-fit statistics with unknown parameters
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