The marked empirical process to test nonlinear time series against a large class of alternatives when the random vectors are nonstationary and absolutely regular (Q2892897)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The marked empirical process to test nonlinear time series against a large class of alternatives when the random vectors are nonstationary and absolutely regular |
scientific article |
Statements
The marked empirical process to test nonlinear time series against a large class of alternatives when the random vectors are nonstationary and absolutely regular (English)
0 references
25 June 2012
0 references
marked empirical process
0 references
residuals
0 references
model check for regression
0 references
nonstationarity
0 references
geometrical absolute regularity
0 references
general AR-ARCH model
0 references
general AR model
0 references
Skorohod topology
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
