An Empirical Likelihood Goodness-of-Fit Test for Time Series (Q4672184)
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scientific article; zbMATH DE number 2163334
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An Empirical Likelihood Goodness-of-Fit Test for Time Series |
scientific article; zbMATH DE number 2163334 |
Statements
An Empirical Likelihood Goodness-of-Fit Test for Time Series (English)
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29 April 2005
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Nadaraya-Watson estimator
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\(\alpha\)-mixing
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parametric models
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power of test
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square-root processes
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weak dependence
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kernel estimators
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0.8614230751991272
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0.8445084691047668
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0.8050092458724976
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0.8032349348068237
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0.8023244738578796
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