Weighted empirical processes in dynamic nonlinear models.

DOI10.1007/978-1-4613-0055-7zbMATH Open1007.62047OpenAlexW4211250240MaRDI QIDQ1607972FDOQ1607972

Publication date: 8 August 2002

Published in: Lecture Notes in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4613-0055-7

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The Bickel--Rosenblatt test for diffusion processes
A note on the Bickel\,-\,Rosenblatt test in autoregressive time series
Nonparametric tests for conditional symmetry in dynamic models
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Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models
Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models
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Residual empirical processes for long and short memory time series
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