Some comments on specification tests in nonparametric absolutely regular processes
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Publication:4828175
DOI10.1111/J.1467-9892.2004.00343.XzbMath1051.62043OpenAlexW3123936554MaRDI QIDQ4828175
Ingrid Spreckelsen, Dette, Holger
Publication date: 24 November 2004
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2003/5270
Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)
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Uses Software
Cites Work
- A consistent test of functional form via nonparametric estimation techniques
- Linearity testing using local polynomial approximation
- Mixing: Properties and examples
- Regression-type inference in nonparametric autoregression
- Central limit theorems for sums of α-mixing random variables
- A note on a specification test of independence.
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