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)
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scientific article; zbMATH DE number 6049493
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| 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; zbMATH DE number 6049493 |
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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)
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25 June 2012
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marked empirical process
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residuals
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model check for regression
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nonstationarity
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geometrical absolute regularity
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general AR-ARCH model
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general AR model
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Skorohod topology
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0.951175093650818
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0.8858401775360107
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0.8846867084503174
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0.8090711832046509
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0.8089935183525085
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