Model checking for parametric single-index quantile autoregression

DOI10.1360/SCM-2018-0259MaRDI QIDQ5064099zbMATH OpenOpenAlexWikidataFDO

Authors Qiang Xia, Rubing Liang, Gaorong Li

Publication date 21 March 2022

Published in SCIENTIA SINICA Mathematica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1360/scm-2018-0259

zbMATH Keywords

dimension reductionmodel checkingquantile regressionresidual empirical processsingle-index time series

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Generalized linear models (logistic models) (62J12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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(1)

• A model-adaptive test for parametric single-index time series models

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