A goodness-of-fit test of the errors in nonlinear autoregressive time series models (Q2475421): Difference between revisions
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| Property / cites work: A note on the Bickel\,-\,Rosenblatt test in autoregressive time series / rank | |||
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| Property / cites work: On some global measures of the deviations of density function estimates / rank | |||
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| Property / cites work: Estimation of the Distribution of Noise in an Autoregression Scheme / rank | |||
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| Property / cites work: On conditional least squares estimation for stochastic processes / rank | |||
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| Property / cites work: Weighted empirical processes in dynamic nonlinear models. / rank | |||
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| Property / cites work: On the Bickel-Rosenblatt test for first-order autoregressive models / rank | |||
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Revision as of 17:53, 27 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A goodness-of-fit test of the errors in nonlinear autoregressive time series models |
scientific article |
Statements
A goodness-of-fit test of the errors in nonlinear autoregressive time series models (English)
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11 March 2008
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residuals
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error density estimation
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stationary process
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