A locally asymptotically powerful test for nonlinear autoregressive models (Q931815): Difference between revisions

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+A weak invariance principle for cumulated functionals of the regressogram estimator with dependent data
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+Limiting distribution of weighted processes of residuals. Application to parametric nonlinear autoregressive models
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+Mixing: Properties and examples
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+On Large-Sample Estimation and Testing in Parametric Models
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+Comparing nonparametric versus parametric regression fits
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+Nonlinear time series contiguous to \(AR(1)\) processes and a related efficient test for linearity
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+Nonparametric testing for correlation models with dependent data
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+Non-Parametric Testing of Conditional Variance Functions in Time Series
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+Identification of nonlinear time series from first order cumulative characteristics
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+Checking nonlinear heteroscedastic time series models
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+Local power of a Cramér-von Mises type test for parametric autoregressive models of order one
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+Nonparametric model checks for regression
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+Asymptotic theory of statistical inference for time series
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