Testing for a Change of the Innovation Distribution in Nonparametric Autoregression: The Sequential Empirical Process Approach (Q2868867)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for a Change of the Innovation Distribution in Nonparametric Autoregression: The Sequential Empirical Process Approach |
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Testing for a Change of the Innovation Distribution in Nonparametric Autoregression: The Sequential Empirical Process Approach (English)
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19 December 2013
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conditional heteroscedasticity
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empirical distribution functions
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kernel estimation
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nonparametric AR-ARCH model
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nonparametric CHARN model
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partial sum process
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time series
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