Limiting distribution of weighted processes of residuals. Application to parametric nonlinear autoregressive models (Q4367682)

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scientific article; zbMATH DE number 1092841
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Limiting distribution of weighted processes of residuals. Application to parametric nonlinear autoregressive models
scientific article; zbMATH DE number 1092841

    Statements

    Limiting distribution of weighted processes of residuals. Application to parametric nonlinear autoregressive models (English)
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    2 December 1997
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    testing goodness-of-fit
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    nonlinear parametric autoregressive models
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    functional limit theorems
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